automatic tuning of parameters

Tuning-Free Bilevel Optimization: New Algorithms and Convergence Analysis

  • Yifan Yang
  • Hao Ban
  • Minhui Huang
  • Shiqian Ma
  • Kaiyi Ji
    • Categories Convex and Nonsmooth Optimization, Convex Optimization, Other Topics Tags , , , ,

    \(\) Bilevel optimization has recently attracted considerable attention due to its abundant applications in machine learning problems. However, existing methods rely on prior knowledge of problem parameters to determine stepsizes, resulting in significant effort in tuning stepsizes when these parameters are unknown. In this paper, we propose two novel tuning-free algorithms, D-TFBO and S-TFBO. D-TFBO … Read more

    Automatic tuning of GRASP with path-relinking heuristics with a biased random-key genetic algorithm

  • Paola Festa
  • José Fernando Gonçalves
  • Mauricio G.C. Resende
  • Ricardo M. A. Silva
    • Categories Meta Heuristics Tags , , , ,

    GRASP with path-relinking (GRASP+PR) is a metaheuristic for finding optimal or near-optimal solutions of combinatorial optimization problems. This paper proposes a new automatic parameter tuning procedure for GRASP+PR heuristics based on a biased random-key genetic algorithm (BRKGA). Given a GRASP+PR heuristic with N input parameters, the tuning procedure makes use of a BRKGA in a … Read more