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This paper features the study of global optimization problems and numerical methods of their solution. Such problems are computationally expensive since the objective function can be multi-extremal, nondifferentiable, and, as a rule, given in the form of a "black box". This study used a deterministic algorithm for finding the global extremum. This algorithm is based neither on the concept of multistart, nor nature-inspired algorithms. The article provides computational rules of the one-dimensional algorithm and the nested optimization scheme which could be applied for solving multidimensional problems. Please note that the solution complexity of global optimization problems essentially depends on the presence of multiple local extrema. In this paper, we apply machine learning methods to identify regions of attraction of local minima. The use of local optimization algorithms in the selected regions can significantly accelerate the convergence of global search as it could reduce the number of search trials in the vicinity of local minima. The results of computational experiments carried out on several hundred global optimization problems of different dimensionalities presented in the paper confirm the effect of accelerated convergence (in terms of the number of search trials required to solve a problem with a given accuracy). [ABSTRACT FROM AUTHOR]

Optimization seeks to find inputs for an objective function that result in a maximum or minimum. Optimization methods are divided into exact and approximate (algorithms). Several optimization algorithms imitate natural phenomena, laws of physics, and behavior of living organisms. Optimization based on algorithms is the challenge that underlies machine learning, from logistic regression to training neural networks for artificial intelligence. In this paper, a new algorithm called two-stage optimization (TSO) is proposed. The TSO algorithm updates population members in two steps at each iteration. For this purpose, a group of good population members is selected and then two members of this group are randomly used to update the position of each of them. This update is based on the first selected good member at the first stage, and on the second selected good member at the second stage. We describe the stages of the TSO algorithm and model them mathematically. Performance of the TSO algorithm is evaluated for twenty-three standard objective functions. In order to compare the optimization results of the TSO algorithm, eight other competing algorithms are considered, including genetic, gravitational search, grey wolf, marine predators, particle swarm, teaching-learning-based, tunicate swarm, and whale approaches. The numerical results show that the new algorithm is superior and more competitive in solving optimization problems when compared with other algorithms. [ABSTRACT FROM AUTHOR]

Solving real-world multi-objective optimization problems using Multi-Objective Optimization Algorithms becomes difficult when the number of objectives is high since the types of algorithms generally used to solve these problems are based on the concept of non-dominance, which ceases to work as the number of objectives grows. This problem is known as the curse of dimensionality. Simultaneously, the existence of many objectives, a characteristic of practical optimization problems, makes choosing a solution to the problem very difficult. Different approaches are being used in the literature to reduce the number of objectives required for optimization. This work aims to propose a machine learning methodology, designated by FS-OPA, to tackle this problem. The proposed methodology was assessed using DTLZ benchmarks problems suggested in the literature and compared with similar algorithms, showing a good performance. In the end, the methodology was applied to a difficult real problem in polymer processing, showing its effectiveness. The algorithm proposed has some advantages when compared with a similar algorithm in the literature based on machine learning (NL-MVU-PCA), namely, the possibility for establishing variable–variable and objective–variable relations (not only objective–objective), and the elimination of the need to define/chose a kernel neither to optimize algorithm parameters. The collaboration with the DM(s) allows for the obtainment of explainable solutions. [ABSTRACT FROM AUTHOR]

Incremental learning is a methodology that continuously uses the sequential input data to extend the existing network's knowledge. The layer sharing algorithm is one of the representative methods which leverages general knowledge by sharing some initial layers of the existing network. To determine the performance of the incremental network, it is critical to estimate how much the initial convolutional layers in the existing network can be shared as the fixed feature extractors. However, the existing algorithm selects the sharing configuration through improper optimization strategy but a brute force manner such as searching for all possible sharing layers case. This is a non-convex and non-differential problem. Accordingly, this can not be solved using powerful optimization techniques such as the gradient descent algorithm or other convex optimization problem, and it leads to high computational complexity. To solve this problem, we firstly define this as a discrete combinatorial optimization problem, and propose a novel efficient incremental learning algorithm-based Bayesian optimization, which guarantees the global convergence in a non-convex and non-differential optimization. Additionally, our proposed algorithm can adaptively find the optimal number of sharing layers via adjusting the threshold accuracy parameter in the proposed loss function. With the proposed method, the global optimal sharing layer can be found in only six or eight iterations without searching for all possible layer cases. Hence, the proposed method can find the global optimal sharing layers by utilizing Bayesian optimization, which achieves both high combined accuracy and low computational complexity. [ABSTRACT FROM AUTHOR]