9 papers
From a Scalar to a Matrix Setting for the Dai--Liao Parameter
Saman Babaie--Kafaki, Morteza Kimiaei, Zohre Aminifard
As is well known, both the numerical performance and the theoretical properties of the Dai--Liao conjugate gradient algorithm are highly dependent on the adjustment of its key para…
A Direction Adaptation Evaluation Strategy for Noisy Derivative-Free Optimization
Morteza Kimiaei, Mahsa Yousefi
In this paper, we develop a direction adaptation evolution strategy (DAES) -- a new MAES-type method -- for noisy derivative-free optimization, designed to reconcile the population…
An Approximate Conjugate Subgradient Algorithm with Matrix Parameter for Derivative-Free Nonsmooth Optimization Problems
Morteza Kimiaei, Saman Babaie-Kafaki, Zohre Aminifard
We propose a derivative-free matrix conjugate-subgradient method for unconstrained nonsmooth optimization of locally Lipschitz functions. The method constructs discrete gradients u…
Reservoir Zero-Coordinatewise Projected Subspace Search for Minimization Over Sparse Symmetric Sets in Machine Learning
Morteza Kimiaei, Shima Shabani, Michael Breuss
We study a class of nonconvex cardinality-constrained optimization problems arising in sparse learning. These problems are NP-hard due to the combinatorial nature of sparsity const…
Diagonal Hessian Approximation Based on Conjugacy Condition for Noisy Derivative-Free Optimization Problems in High Dimensions
Morteza Kimiaei, Saman Babaie--Kafaki
We consider large-scale noisy derivative-free optimization (DFO) problems in which only function values are available and gradient or subgradient information cannot be reliably est…
Towards Real Time Control of Water Engineering with Nonlinear Hyperbolic Partial Differential Equations
Fabio DiFonzo, Michael Holst, Morteza Kimiaei +2
This paper examines aspirational requirements for software addressing mixed-integer optimization problems constrained by the nonlinear Shallow Water partial differential equations…