Cover Image

Global Optimality for Constrained Exploration via Penalty Regularization

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wolf, Florian, Fatkhullin, Ilyas, He, Niao
Format:	Preprint
Published:	2026
Subjects:	Machine Learning Optimization and Control 90C26 (primary) 90C15 (secondary) G.1.6
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Taming Nonconvex Stochastic Mirror Descent with General Bregman Divergence
by: Fatkhullin, Ilyas, et al.
Published: (2024)

Natural Gradient VI: Guarantees for Non-Conjugate Models
by: Sun, Fangyuan, et al.
Published: (2025)

Global Solutions to Non-Convex Functional Constrained Problems with Hidden Convexity
by: Fatkhullin, Ilyas, et al.
Published: (2025)

Stochastic Optimization under Hidden Convexity
by: Fatkhullin, Ilyas, et al.
Published: (2023)

Last-iterate Convergence of ADMM on Multi-affine Quadratic Equality Constrained Problem
by: Chao, Yutong, et al.
Published: (2026)

A Restless Bandit Model for Dynamic Ride Matching with Reneging Travelers
by: Fu, Jing, et al.
Published: (2021)

Anisotropic Gaussian Smoothing for Gradient-based Optimization
by: Starnes, Andrew, et al.
Published: (2024)

Adaptive Methods for Multiobjective Unit Commitment
by: Tevruez, Ece, et al.
Published: (2025)

Stochastic convergence of parallel asynchronous adaptive first-order methods
by: Gratton, Serge, et al.
Published: (2026)

Adaptive Stochastic Gradient Descent Ascent Algorithm for Nonconvex Minimax Problems with Decision-Dependent Distributions
by: Gao, Yan, et al.
Published: (2025)

Barrier Algorithms for Constrained Non-Convex Optimization
by: Dvurechensky, Pavel, et al.
Published: (2024)

OPM, a collection of Optimization Problems in Matlab
by: Gratton, Serge, et al.
Published: (2021)

Comparative Evaluation of SDP, SOCP, and QC Convex Relaxations for Large-Scale Market-Based AC Optimal Power Flow
by: Keskin, Ata
Published: (2026)

Multi-Objective Optimization with Desirability and Morris-Mitchell Criterion
by: Bartz-Beielstein, Thomas, et al.
Published: (2025)

Adaptive Conditional Forest Sampling for Spectral Risk Optimisation under Decision-Dependent Uncertainty
by: Kurbucz, Marcell T.
Published: (2026)

Quadratic Programming over Linearly Ordered Fields: Decidability and Attainment of Optimal Solutions
by: Plutenko, Dmytro O.
Published: (2026)

Complexity of Adagrad and other first-order methods for nonconvex optimization problems with bounds constraints
by: Gratton, Serge, et al.
Published: (2024)

Complexity and performance for two classes of noise-tolerant first-order algorithms
by: Gratton, S., et al.
Published: (2022)

Time-Varying Semidefinite Programming: Path Following a Burer-Monteiro Factorization
by: Bellon, Antonio, et al.
Published: (2022)

Convex Mixed-Integer Nonlinear Programs Derived from Generalized Disjunctive Programming using Cones
by: Neira, David E. Bernal, et al.
Published: (2021)

A Structured Tour of Optimization with Finite Differences
by: Rando, Marco, et al.
Published: (2025)

Optimization under rare events: scaling laws for linear chance-constrained programs
by: Blanchet, Jose, et al.
Published: (2024)

A cutting plane algorithm for globally solving low dimensional k-means clustering problems
by: Ryner, Martin, et al.
Published: (2024)

A reliability-aware randomized simheuristic for the stochastic team orienteering problem
by: Circelli, Michele
Published: (2026)

A Structured Proximal Stochastic Variance Reduced Zeroth-order Algorithm
by: Rando, Marco, et al.
Published: (2025)

$\texttt{skwdro}$: a library for Wasserstein distributionally robust machine learning
by: Vincent, Florian, et al.
Published: (2024)

Auto-tuned Primal-dual Successive Convexification for Hypersonic Reentry Guidance
by: Mceowen, Skye, et al.
Published: (2024)

Where's Ben Nevis? A 2D optimisation benchmark with 957,174 local optima based on Great Britain terrain data
by: Wei, Yuhang, et al.
Published: (2024)

Pseudoconvex Problems in Operational Decision Systems: Algorithms for Joint Learning and Optimization
by: Li, Zijun, et al.
Published: (2026)

A globally convergent SQP-type method with least constraint violation for nonlinear semidefinite programming
by: Fu, Wenhao, et al.
Published: (2023)

Zeroth-order gradient estimators for stochastic problems with decision-dependent distributions
by: Hikima, Yuya, et al.
Published: (2025)

A unified convergence theory for adaptive first-order methods in the nonconvex case, including AdaNorm, full and diagonal AdaGrad, Shampoo and Muo
by: Gratton, S., et al.
Published: (2026)

Multi-Objective Optimization and Hyperparameter Tuning With Desirability Functions
by: Bartz-Beielstein, Thomas
Published: (2025)

A Unifying Convexification Framework for Chance-Constrained Programs via Bilinear Extended Formulations over a Simplex
by: Davarnia, Danial, et al.
Published: (2025)

MoSSP: A Momentum-Based Single-Loop Stochastic Penalty Method for Nonconvex Constrained DC-Regularized Optimization
by: Li, Luxuan, et al.
Published: (2026)

Enhancing Model Based Derivative Free Optimization using Direct Search
by: Li, Zijun, et al.
Published: (2026)

Regularized Step Directions in Nonlinear Conjugate Gradient Methods
by: Buhler, Cassidy K., et al.
Published: (2021)

Extended Triangle Inequalities for Nonconvex Box-Constrained Quadratic Programming
by: Anstreicher, Kurt M., et al.
Published: (2025)

Majorization-Minimization-Based Levenberg--Marquardt Method for Constrained Nonlinear Least Squares
by: Marumo, Naoki, et al.
Published: (2020)

Convergence rate of the (1+1)-evolution strategy on locally strongly convex functions with lipschitz continuous gradient
by: Morinaga, Daiki, et al.
Published: (2022)