arXiv Machine Learning By Eshed Gal, Samy Wu Fung, Eldad Haber

Probabilistic Gaussian Homotopy: A Probability-Space Continuation Framework for Nonconvex Optimization

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arXiv:2603. 13546v2 Announce Type: replace Abstract: We introduce Probabilistic Gaussian Homotopy (PGH), a probability-space continuation framework for nonconvex optimization.

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arXiv Machine Learning
Jul 16

Power Homotopy for Zeroth-Order Non-Convex Optimizations

arXiv:2511. 13592v2 Announce Type: replace-cross Abstract: The existing method of GS-PowerOpt solves the non-convex optimization problem of the form $\max_{\boldsymbol{x} \in \mathbb{R}^d} f(\boldsymbol{x})$ through maximizing a Gaussian-smoothed surrogate $F_{N,\sigma}(\boldsymbol{\mu}) = \mathbb{E}_{\boldsymbol{x}\sim\mathcal{N}(\boldsymbol{\mu},\sigma^2 I_d)}[e^{N f(\boldsymbol{x})}]$.

By Chen Xu
arXiv Machine Learning
Oct 5

Learn Feasibility Once, Optimize All Objectives: Derivative-Free Diffusion Models for Chance-Constrained Programming

The paper introduces D$^3$Opt, a derivative‑free diffusion‑based framework that separates constraint modeling from objective optimization in chance‑constrained programs. It learns a risk‑conditioned diffusion model once on constraint‑filtered decisions, then uses an annealed, particle‑based Feynman–Kac correction to optimize any post‑specified objective without retraining. The method is proven to preserve feasibility and provides an error bound, and experiments show effective optimization across smooth, non‑smooth, and non‑convex objectives, including objective transfer tasks.

By Ziwen Liu, Yan Liu, Congying Han, Tiande Guo, Yao Yan, Weichen Zhao
arXiv Machine Learning
Jun 5

Variational Entropic Optimal Transport

arXiv:2602. 02241v2 Announce Type: replace Abstract: Entropic optimal transport (EOT) in continuous spaces with quadratic cost is a classical tool for solving the domain translation problem.

By Roman Dyachenko, Nikita Gushchin, Kirill Sokolov, Petr Mokrov, Evgeny Burnaev, Alexander Korotin