Search Results for author: Nikitas Rontsis

Found 3 papers, 3 papers with code

An active-set algorithm for norm constrained quadratic problems

2 code implementations10 Jun 2019 Nikitas Rontsis, Paul J. Goulart, Yuji Nakatsukasa

We present an algorithm for the minimization of a nonconvex quadratic function subject to linear inequality constraints and a two-sided bound on the 2-norm of its solution.

Optimization and Control 90C26, 65F15, 90C90

Distributionally Ambiguous Optimization Techniques for Batch Bayesian Optimization

1 code implementation13 Jul 2017 Nikitas Rontsis, Michael A. Osborne, Paul J. Goulart

Our acquisition function is a lower bound on the well-known Expected Improvement function, which requires evaluation of a Gaussian Expectation over a multivariate piecewise affine function.

Bayesian Optimization

Cannot find the paper you are looking for? You can Submit a new open access paper.