Optimization
Bayesian Optimization with Exponential Convergence
Kenji Kawaguchi, Leslie Pack Kaelbling, Tomás Lozano-Pérez
This paper presents a Bayesian optimization method with exponential convergence without the need of auxiliary optimization and without the δ -cover sampling. Most Bayesian optimization methods require auxiliary optimization: an additional non-convex global optimization problem, which can be time-consuming and hard to implement in practice. Also, the existing Bayesian optimization method with exponential convergence [ 1] requires access to the δ -cover sampling, which was considered to be impractical [ 1, 2]. Our approach eliminates both requirements and achieves an exponential convergence rate.
Optimal placement of wind farms via quantile constraint learning
Feng, Wenxiu, Alcántara, Antonio, Ruiz, Carlos
Wind farm placement arranges the size and the location of multiple wind farms within a given region. The power output is highly related to the wind speed on spatial and temporal levels, which can be modeled by advanced data-driven approaches. To this end, we use a probabilistic neural network as a surrogate that accounts for the spatiotemporal correlations of wind speed. This neural network uses ReLU activation functions so that it can be reformulated as mixed-integer linear set of constraints (constraint learning). We embed these constraints into the placement decision problem, formulated as a two-stage stochastic optimization problem. Specifically, conditional quantiles of the total electricity production are regarded as recursive decisions in the second stage. We use real high-resolution regional data from a northern region in Spain. We validate that the constraint learning approach outperforms the classical bilinear interpolation method. Numerical experiments are implemented on risk-averse investors. The results indicate that risk-averse investors concentrate on dominant sites with strong wind, while exhibiting spatial diversification and sensitive capacity spread in non-dominant sites. Furthermore, we show that if we introduce transmission line costs in the problem, risk-averse investors favor locations closer to the substations. On the contrary, risk-neutral investors are willing to move to further locations to achieve higher expected profits. Our results conclude that the proposed novel approach is able to tackle a portfolio of regional wind farm placements and further provide guidance for risk-averse investors.
Non-Euclidean Broximal Point Method: A Blueprint for Geometry-Aware Optimization
Gruntkowska, Kaja, Richtárik, Peter
The recently proposed Broximal Point Method (BPM) [Gruntkowska et al., 2025] offers an idealized optimization framework based on iteratively minimizing the objective function over norm balls centered at the current iterate. It enjoys striking global convergence guarantees, converging linearly and in a finite number of steps for proper, closed and convex functions. However, its theoretical analysis has so far been confined to the Euclidean geometry. At the same time, emerging trends in deep learning optimization, exemplified by algorithms such as Muon [Jordan et al., 2024] and Scion [Pethick et al., 2025], demonstrate the practical advantages of minimizing over balls defined via non-Euclidean norms which better align with the underlying geometry of the associated loss landscapes. In this note, we ask whether the convergence theory of BPM can be extended to this more general, non-Euclidean setting. We give a positive answer, showing that most of the elegant guarantees of the original method carry over to arbitrary norm geometries. Along the way, we clarify which properties are preserved and which necessarily break down when leaving the Euclidean realm. Our analysis positions Non-Euclidean BPM as a conceptual blueprint for understanding a broad class of geometry-aware optimization algorithms, shedding light on the principles behind their practical effectiveness.