Boris Chervonenkis, Andrei Krasnov, Alexander Gasnikov, Aleksandr Lobanov
{"title":"通过 Order Oracle 的涅斯捷罗夫二分法:优化正方形上的双变量函数问题","authors":"Boris Chervonenkis, Andrei Krasnov, Alexander Gasnikov, Aleksandr Lobanov","doi":"arxiv-2409.11077","DOIUrl":null,"url":null,"abstract":"The challenges of black box optimization arise due to imprecise responses and\nlimited output information. This article describes new results on optimizing\nmultivariable functions using an Order Oracle, which provides access only to\nthe order between function values and with some small errors. We obtained\nconvergence rate estimates for the one-dimensional search method (golden ratio\nmethod) under the condition of oracle inaccuracy, as well as convergence\nresults for the algorithm on a \"square\" (also with noise), which outperforms\nits alternatives. The results obtained are similar to those in problems with\noracles providing significantly more information about the optimized function.\nAdditionally, the practical application of the algorithm has been demonstrated\nin maximizing a preference function, where the parameters are the acidity and\nsweetness of the drink. This function is expected to be convex or at least\nquasi-convex.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"201 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Nesterov's method of dichotomy via Order Oracle: The problem of optimizing a two-variable function on a square\",\"authors\":\"Boris Chervonenkis, Andrei Krasnov, Alexander Gasnikov, Aleksandr Lobanov\",\"doi\":\"arxiv-2409.11077\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The challenges of black box optimization arise due to imprecise responses and\\nlimited output information. This article describes new results on optimizing\\nmultivariable functions using an Order Oracle, which provides access only to\\nthe order between function values and with some small errors. We obtained\\nconvergence rate estimates for the one-dimensional search method (golden ratio\\nmethod) under the condition of oracle inaccuracy, as well as convergence\\nresults for the algorithm on a \\\"square\\\" (also with noise), which outperforms\\nits alternatives. The results obtained are similar to those in problems with\\noracles providing significantly more information about the optimized function.\\nAdditionally, the practical application of the algorithm has been demonstrated\\nin maximizing a preference function, where the parameters are the acidity and\\nsweetness of the drink. This function is expected to be convex or at least\\nquasi-convex.\",\"PeriodicalId\":501286,\"journal\":{\"name\":\"arXiv - MATH - Optimization and Control\",\"volume\":\"201 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-09-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - MATH - Optimization and Control\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2409.11077\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - MATH - Optimization and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2409.11077","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Nesterov's method of dichotomy via Order Oracle: The problem of optimizing a two-variable function on a square
The challenges of black box optimization arise due to imprecise responses and
limited output information. This article describes new results on optimizing
multivariable functions using an Order Oracle, which provides access only to
the order between function values and with some small errors. We obtained
convergence rate estimates for the one-dimensional search method (golden ratio
method) under the condition of oracle inaccuracy, as well as convergence
results for the algorithm on a "square" (also with noise), which outperforms
its alternatives. The results obtained are similar to those in problems with
oracles providing significantly more information about the optimized function.
Additionally, the practical application of the algorithm has been demonstrated
in maximizing a preference function, where the parameters are the acidity and
sweetness of the drink. This function is expected to be convex or at least
quasi-convex.