This paper proposes the Coronavirus Optimization Algorithm (COA), a SARS-CoV-2-inspired success-history adaptive evolutionary optimizer for box-constrained continuous global optimization. COA does not model disease transmission; instead, it maps selected coronavirus mechanisms to explicit search operators, including elite-guided attraction, trial-vector generation, adaptive parameter variation, stagnation recovery, and population-size scheduling. The algorithm combines opposition-based initialization, current-to-pbest mutation, binomial crossover, an external archive, success-history adaptation, population reduction, and partial restart. COA is evaluated on 29 CEC 2017 benchmark functions at 10, 30, and 50 dimensions against 15 competitive optimizers. Results show that COA achieves the best overall Friedman rank across all dimensions, with particularly strong performance on composition functions. The findings demonstrate that COA is a compact, transparent, and competitive adaptive evolutionary optimizer, while also highlighting limitations on some hybrid functions and the need for further high-dimensional validation.
Deploying autonomous systems in safety-critical domains demands guaranteed robustness against physically plausible geometric perturbations rather than abstract pixel-wise noise. In vision-based navigation and autonomous landing, machine learning components require rigorous validation under dynamic operational conditions such as camera rotations and lighting shifts. Extending findings on the failure of first-order spatial attacks in classification, we show that standard gradient-based heuristics (e.g. APGD) similarly fail on for pose estimation, often performing worse than a simple random sampling baseline. To overcome these optimization bottlenecks, we reformulate pose estimation robustness within the framework of Global Lipschitzian Optimization (GLO). We argue that GLO offers a principled approach to robust validation, effectively localizing global optima with strong theoretical convergence guarantees. We evaluate this framework on a YOLOv8-Pose keypoint detector with a Perspective-n-Point (PnP) solver against rotation and contrast. In our evaluations, GLO successfully isolates critical failure modes where position deviations exceed safe operational limits, while rapidly pruning the search space by over 80%. To the best of our knowledge, this is the first study to extend geometric robustness validation to continuous keypoint regression and deep object detection, establishing a practical step toward certifying robust autonomous perception.
Existing global optimization benchmark suites are of a moderate size and are based on a small number of analytical functions that date back even to the 1970s. This causes a risk of biasing the development of global optimization methods. We argue that the tasks related to the black-box adversarial attack (BBAA) can serve as valuable global optimization benchmark in many-dimensional space. We demonstrate the efficiency of several types of evolutionary algorithms and other metaheuristics in solving example BBAA problems. Thus, we take a step towards convergence of global optimization methods to the challenges and needs that arise in the modern machine learning field.
Joshua E. Hammond, Tyler A. Soderstrom, Brian A. Korgel +1cs.LG
We consider grey-box optimization problems where the decision variables naturally partition into black-box variables (as arguments to an expensive black-box function) and white-box variables, governed by a set of explicit, closed-form equations that also depend on the output of the black-box function. We exploit this separability through a bilevel reformulation: an outer Bayesian optimization (BO) to optimize the scalar objective as a function of black-box variables alone, while an inner problem solves the white-box subproblem via global optimization. The Gaussian process surrogate used in BO is therefore defined rather than and white-box constraints are satisfied exactly whenever the inner optimizer converges to a feasible point---without penalty functions, chance constraints, or moment approximations. On a suite of 13 benchmark problems, bilevel BO achieves lower regret, with fewer iterations and wall clock time. This advantage is robust to initialization set size, exploration parameters, and inner-solver choice.
Zhiming Chi, Ying Liu, Andrea Turrini +2cs.AI cs.FL cs.LO
In this paper, we consider the parameter synthesis and optimization problem for parametric Markov decision processes (pMDPs), the extension of classical MDPs where exact probability values are replaced by parametric expressions. Computing the rational function $f_{\lsf}$ that maps parameter valuations to the satisfaction value of a PRCTL property $\lsf$ is a computationally expensive task, particularly for pMDPs where the optimal policy may vary across the parameter space. We adopt the \emph{scenario approach} to efficiently synthesize a probably approximately correct (PAC) approximation $\ApproxFunOfProperty{f}$ of $f_{\lsf}$: by sampling parameter configurations and solving a linear program, we obtain a polynomial approximation whose error margin $\margin$ is guaranteed, with prescribed confidence, for all but an $\errorRate$-fraction of the parameter domain under the sampling distribution. We further show how this PAC framework can be combined with statistical model checking (SMC), enabling the analysis of black-box parametric models. Building on the PAC approximation, we integrate the DIRECT (DIviding RECTangles) algorithm for derivative-free global optimization over the parameter space. We establish conditional optimality-gap guarantees: under explicit Lipschitz and PAC-good-set assumptions, the difference between the true optimum $f_{\lsf}(\parameters^{*})$ and the value found by DIRECT is bounded by a partition-diameter term and, in the PAC case, an additional approximation-error term. An empirical evaluation on 2997 benchmarks focuses on the new DIRECT-based optimization component. The results show that DIRECT variants solve fewer instances than the scenario optimizer, but on their common successful instances they often return slightly better objective values and usually run faster, while remaining close to the scenario values within the PAC margin.
Big data clustering remains challenging: the Minimum Sum-of-Squares Clustering (MSSC) problem underlying K-means is NP-hard, and existing methods either reach poor local minima or require prohibitive metaheuristic hybrids. We target arbitrarily tall data: a fixed feature space may contain arbitrarily many, possibly infinitely many, observations, while the algorithm accesses only finite random samples. We propose Big-means++, an algorithm achieving scalability and global-search quality by curating inputs to MSSC optimization on big data. It orchestrates local K-means refinements into a data-native global search for big data clustering. Rather than optimizing the full-data MSSC objective, Big-means++ traverses sample-induced surrogate landscapes. Each sample defines a distinct empirical MSSC approximation with a perturbed local-optimum structure, turning sample-to-sample variation into a global-search mechanism. Unlike Big-means, a flowing-incumbent strategy propagates centroid state across empirical landscapes through K-means refinements on fresh samples without rollback to a best-so-far solution. This increases mobility and favors stable, high-quality configurations across approximations of the full-data structure. A new shaking mechanism varies sample size geometrically, broadening the surrogate landscapes explored across resolution scales, accounting for cluster imbalance, and improving solution quality. A competitive multi-agent system asynchronously explores independent sampled landscapes, transforming diverse stochastic trajectories into collective search intelligence. Automatic convergence detection stops each agent after attaining a high-quality solution but before further search risks degrading it, while providing a universal speed-quality control. Experiments on 22 datasets against 11 competing algorithms demonstrate the effectiveness, efficiency, and robustness of Big-means++.
Michal Valko, Alexandra Carpentier, Rémi Munoscs.LG stat.ML
We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smooth (in some precise sense) with respect to some semi-metric, around one of its global maxima. Compared to previous works on bandits in general spaces (Kleinberg et al., 2008; Bubeck et al., 2011a) our algorithm does not require the knowledge of this semi-metric. Our algorithm, StoSOO, follows an optimistic strategy to iteratively construct upper confidence bounds over the hierarchical partitions of the function domain to decide which point to sample next. A finite-time analysis of StoSOO shows that it performs almost as well as the best specifically-tuned algorithms even though the local smoothness of the function is not known.