A Simple Yet Effective Approach to Robust Optimization Over Time
Neural and Evolutionary Computing
2019-09-06 v3
Abstract
Robust optimization over time (ROOT) refers to an optimization problem where its performance is evaluated over a period of future time. Most of the existing algorithms use particle swarm optimization combined with another method which predicts future solutions to the optimization problem. We argue that this approach may perform subpar and suggest instead a method based on a random sampling of the search space. We prove its theoretical guarantees and show that it significantly outperforms the state-of-the-art methods for ROOT.
Cite
@article{arxiv.1907.09248,
title = {A Simple Yet Effective Approach to Robust Optimization Over Time},
author = {Lukáš Adam and Xin Yao},
journal= {arXiv preprint arXiv:1907.09248},
year = {2019}
}