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math.OC2026
Optimal drift optimizer for non-convex optimization
Qin Li, Sixu Li, Eitan Tadmor +1
We study a finite-horizon stochastic control criterion for non-convex optimization in which Brownian exploration is balanced against a quadratic control cost. Rather than emphasizi…
math.OC2025
CBO: Consensus-Based Bi-Level Optimization
Nicolás GarcÃa Trillos, Sixu Li, Konstantin Riedl +1
Bi-level optimization problems, where one wishes to find the global minimizer of an upper-level objective function over the globally optimal solution set of a lower-level objective…