Standard evolutionary optimization algorithms assume that the evaluation of the objective and constraint functions is straightforward and computationally cheap. However, in many real-world optimization problems, these evaluations involve computationally expensive numerical simulations or physical experiments. Surrogate-assisted evolutionary algorithms (SAEAs) have recently gained increased attention for their performance in solving these types of problems. The main idea of SAEAs is the integration of an evolutionary algorithm with a selected surrogate model that approximates the computationally expensive function. In this paper, we propose a surrogate model based on a Lipschitz underestimation and use it to develop a differential evolution-based algorithm. The algorithm, called Lipschitz Surrogate-assisted Differential Evolution (LSADE), utilizes the Lipschitz-based surrogate model, along with a standard radial basis function surrogate model and a local search procedure. The experimental results on seven benchmark functions of dimensions 30, 50, 100, and 200 show that the proposed LSADE algorithm is competitive compared with the state-of-the-art algorithms under a limited computational budget, being especially effective for the very complicated benchmark functions in high dimensions.

We present a method for performing tasks involving spatial relations between novel object instances initialized in arbitrary poses directly from point cloud observations. Our framework provides a scalable way for specifying new tasks using only 5-10 demonstrations. Object rearrangement is formalized as the question of finding actions that configure task-relevant parts of the object in a desired alignment. This formalism is implemented in three steps: assigning a consistent local coordinate frame to the task-relevant object parts, determining the location and orientation of this coordinate frame on unseen object instances, and executing an action that brings these frames into the desired alignment. We overcome the key technical challenge of determining task-relevant local coordinate frames from a few demonstrations by developing an optimization method based on Neural Descriptor Fields (NDFs) and a single annotated 3D keypoint. An energy-based learning scheme to model the joint configuration of the objects that satisfies a desired relational task further improves performance. The method is tested on three multi-object rearrangement tasks in simulation and on a real robot. Project website, videos, and code: https://anthonysimeonov.github.io/r-ndf/

In this paper, we study multi-block min-max bilevel optimization problems, where the upper level is non-convex strongly-concave minimax objective and the lower level is a strongly convex objective, and there are multiple blocks of dual variables and lower level problems. Due to the intertwined multi-block min-max bilevel structure, the computational cost at each iteration could be prohibitively high, especially with a large number of blocks. To tackle this challenge, we present a single-loop randomized stochastic algorithm, which requires updates for only a constant number of blocks at each iteration. Under some mild assumptions on the problem, we establish its sample complexity of $O(1/\epsilon^4)$ for finding an $\epsilon$-stationary point. This matches the optimal complexity for solving stochastic nonconvex optimization under a general unbiased stochastic oracle model. Moreover, we provide two applications of the proposed method in multi-task deep AUC (area under ROC curve) maximization and multi-task deep partial AUC maximization. Experimental results validate our theory and demonstrate the effectiveness of our method on problems with hundreds of tasks.

Bayesian optimization (BO) algorithms form a class of surrogate-based heuristics, aimed at efficiently computing high-quality solutions for numerical black-box optimization problems. The BO pipeline is highly modular, with different design choices for the initial sampling strategy, the surrogate model, the acquisition function (AF), the solver used to optimize the AF, etc. We demonstrate in this work that a dynamic selection of the AF can benefit the BO design. More precisely, we show that already a na\"ive random forest regression model, built on top of exploratory landscape analysis features that are computed from the initial design points, suffices to recommend AFs that outperform any static choice, when considering performance over the classic BBOB benchmark suite for derivative-free numerical optimization methods on the COCO platform. Our work hence paves a way towards AutoML-assisted, on-the-fly BO designs that adjust their behavior on a run-by-run basis.

Thanks to the advantages of flexible deployment and high mobility, unmanned aerial vehicles (UAVs) have been widely applied in the areas of disaster management, agricultural plant protection, environment monitoring and so on. With the development of UAV and sensor technologies, UAV assisted data collection for Internet of Things (IoT) has attracted increasing attentions. In this article, the scenarios and key technologies of UAV assisted data collection are comprehensively reviewed. First, we present the system model including the network model and mathematical model of UAV assisted data collection for IoT. Then, we review the key technologies including clustering of sensors, UAV data collection mode as well as joint path planning and resource allocation. Finally, the open problems are discussed from the perspectives of efficient multiple access as well as joint sensing and data collection. This article hopefully provides some guidelines and insights for researchers in the area of UAV assisted data collection for IoT.

We describe a general approach for maximum a posteriori (MAP) inference in a class of discrete-continuous factor graphs commonly encountered in robotics applications. While there are openly available tools providing flexible and easy-to-use interfaces for specifying and solving inference problems formulated in terms of either discrete or continuous graphical models, at present, no similarly general tools exist enabling the same functionality for hybrid discrete-continuous problems. We aim to address this problem. In particular, we provide a library, DC-SAM, extending existing tools for inference problems defined in terms of factor graphs to the setting of discrete-continuous models. A key contribution of our work is a novel solver for efficiently recovering approximate solutions to discrete-continuous inference problems. The key insight to our approach is that while joint inference over continuous and discrete state spaces is often hard, many commonly encountered discrete-continuous problems can naturally be split into a "discrete part" and a "continuous part" that can individually be solved easily. Leveraging this structure, we optimize discrete and continuous variables in an alternating fashion. In consequence, our proposed work enables straightforward representation of and approximate inference in discrete-continuous graphical models. We also provide a method to approximate the uncertainty in estimates of both discrete and continuous variables. We demonstrate the versatility of our approach through its application to distinct robot perception applications, including robust pose graph optimization, and object-based mapping and localization.

As machine learning permeates more industries and models become more expensive and time consuming to train, the need for efficient automated hyperparameter optimization (HPO) has never been more pressing. Multi-step planning based approaches to hyperparameter optimization promise improved efficiency over myopic alternatives by more effectively balancing out exploration and exploitation. However, the potential of these approaches has not been fully realized due to their technical complexity and computational intensity. In this work, we leverage recent advances in Transformer-based, natural-language-interfaced hyperparameter optimization to circumvent these barriers. We build on top of the recently proposed OptFormer which casts both hyperparameter suggestion and target function approximation as autoregressive generation thus making planning via rollouts simple and efficient. We conduct extensive exploration of different strategies for performing multi-step planning on top of the OptFormer model to highlight its potential for use in constructing non-myopic HPO strategies.

Decades of research on the 0-1 knapsack problem led to very efficient algorithms that are able to quickly solve large problem instances to optimality. This prompted researchers to also investigate whether relatively small problem instances exist that are hard for existing solvers and investigate which features characterize their hardness. Previously the authors proposed a new class of hard 0-1 knapsack problem instances and demonstrated that the properties of so-called inclusionwise maximal solutions (IMSs) can be important hardness indicators for this class. In the current paper, we formulate several new computationally challenging problems related to the IMSs of arbitrary 0-1 knapsack problem instances. Based on generalizations of previous work and new structural results about IMSs, we formulate polynomial and pseudopolynomial time algorithms for solving these problems. From this we derive a set of 14 computationally expensive features, which we calculate for two large datasets on a supercomputer in approximately 540 CPU-hours. We show that the proposed features contain important information related to the empirical hardness of a problem instance that was missing in earlier features from the literature by training machine learning models that can accurately predict the empirical hardness of a wide variety of 0-1 knapsack problem instances. Using the instance space analysis methodology, we also show that hard 0-1 knapsack problem instances are clustered together around a relatively dense region of the instance space and several features behave differently in the easy and hard parts of the instance space.

Optimization problems on the generalized Stiefel manifold (and products of it) are prevalent across science and engineering. For example, in computational science they arise in symmetric (generalized) eigenvalue problems, in nonlinear eigenvalue problems, and in electronic structures computations, to name a few problems. In statistics and machine learning, they arise, for example, in various dimensionality reduction techniques such as canonical correlation analysis. In deep learning, regularization and improved stability can be obtained by constraining some layers to have parameter matrices that belong to the Stiefel manifold. Solving problems on the generalized Stiefel manifold can be approached via the tools of Riemannian optimization. However, using the standard geometric components for the generalized Stiefel manifold has two possible shortcomings: computing some of the geometric components can be too expensive and convergence can be rather slow in certain cases. Both shortcomings can be addressed using a technique called Riemannian preconditioning, which amounts to using geometric components derived by a precoditioner that defines a Riemannian metric on the constraint manifold. In this paper we develop the geometric components required to perform Riemannian optimization on the generalized Stiefel manifold equipped with a non-standard metric, and illustrate theoretically and numerically the use of those components and the effect of Riemannian preconditioning for solving optimization problems on the generalized Stiefel manifold.

We derive optimal control policies for a Connected Automated Vehicle (CAV) and cooperating neighboring CAVs to carry out a lane change maneuver consisting of a longitudinal phase where the CAV properly positions itself relative to the cooperating neighbors and a lateral phase where it safely changes lanes. In contrast to prior work on this problem, where the CAV "selfishly" only seeks to minimize its maneuver time, we seek to ensure that the fast-lane traffic flow is minimally disrupted (through a properly defined metric). Additionally, when performing lane-changing maneuvers, we optimally select the cooperating vehicles from a set of feasible neighboring vehicles and experimentally show that the highway throughput is improved compared to the baseline case of human-driven vehicles changing lanes with no cooperation. When feasible solutions do not exist for a given maximal allowable disruption, we include a time relaxation method trading off a longer maneuver time with reduced disruption. Our analysis is also extended to multiple sequential maneuvers. Simulation results show the effectiveness of our controllers in terms of safety guarantees and up to 16% and 90% average throughput and maneuver time improvement respectively when compared to maneuvers with no cooperation.