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In this note, we extend an evolutionary stochastic portfolio optimization framework to include probabilistic constraints. Both the stochastic programming-based modeling environment as well as the evolutionary optimization environment are…

Portfolio Management · Quantitative Finance 2014-01-21 Ronald Hochreiter

A new algorithm developed to perform autonomous fitting of gravitational microlensing lightcurves is presented. The new algorithm is conceptually simple, versatile and robust, and parallelises trivially; it combines features of extant…

Instrumentation and Methods for Astrophysics · Physics 2015-06-25 Vinesh Rajpaul

Learning to optimize has emerged as a powerful framework for various optimization and machine learning tasks. Current such "meta-optimizers" often learn in the space of continuous optimization algorithms that are point-based and…

Machine Learning · Computer Science 2019-11-19 Yue Cao , Tianlong Chen , Zhangyang Wang , Yang Shen

Compact optimization algorithms are a class of Estimation of Distribution Algorithms (EDAs) characterized by extremely limited memory requirements (hence they are called "compact"). As all EDAs, compact algorithms build and update a…

Artificial Intelligence · Computer Science 2019-04-11 Giovanni Iacca , Fabio Caraffini

Although real-coded differential evolution (DE) algorithms can perform well on continuous optimization problems (CoOPs), it is still a challenging task to design an efficient binary-coded DE algorithm. Inspired by the learning mechanism of…

Neural and Evolutionary Computing · Computer Science 2014-05-13 Yu Chen , Weicheng Xie , Xiufen Zou

Finding the ground state of Ising spin glasses is notoriously difficult due to disorder and frustration. Often, this challenge is framed as a combinatorial optimization problem, for which a common strategy employs simulated annealing, a…

Locating the global minimum of a complex potential energy surface is facilitated by considering a homotopy, namely a family of surfaces that interpolate continuously from an arbitrary initial potential to the system under consideration.…

Computational Physics · Physics 2009-11-07 J. S. Hunjan , S. Sarkar , R. Ramaswamy

The purpose of this research was to compare the robustness and performance of a local and global optimization algorithm when given the task of fitting the parameters of a common non-linear dose-response model utilized in the field of…

Neural and Evolutionary Computing · Computer Science 2020-12-18 Mark Connor , Michael O'Neill

We present a new global optimization algorithm in which the influence of the leaders in social groups is used as an inspiration for the evolutionary technique which is designed into a group architecture. To demonstrate the efficiency of the…

Neural and Evolutionary Computing · Computer Science 2015-03-14 Anmer Daskin , Sabre Kais

Algorithms based on non-unitary evolution have attracted much interest for ground state preparation on quantum computers. One recently proposed method makes use of ancilla qubits and controlled unitary operators to implement weak…

Quantum Physics · Physics 2025-12-25 Tobias Stollenwerk , Stuart Hadfield

A methodology is introduced which uses three simple objective function features to predict effective control parameters for differential evolution. This is achieved using cluster analysis techniques to classify objective functions using…

Neural and Evolutionary Computing · Computer Science 2019-06-25 Sean P. Walton , M. Rowan Brown

The optimization of dynamic problems is both widespread and difficult. When conducting dynamic optimization, a balance between reinitialization and computational expense has to be found. There are multiple approaches to this. In parallel…

Neural and Evolutionary Computing · Computer Science 2014-01-21 Ronald Hochreiter , Christoph Waldhauser

Differential evolution (DE) is an effective population-based metaheuristic algorithm for solving complex optimisation problems. However, the performance of DE is sensitive to the mutation operator. In this paper, we propose a novel DE…

Neural and Evolutionary Computing · Computer Science 2021-09-21 Seyed Jalaleddin Mousavirad , Gerald Schaefer , Iakov Korovin , Mahshid Helali Moghadam , Mehrdad Saadatmand , Mahdi Pedram

Finding the optimal parameter setting (i.e. the optimal population size, the optimal mutation probability, the optimal evolutionary model etc) for an Evolutionary Algorithm (EA) is a difficult task. Instead of evolving only the parameters…

Neural and Evolutionary Computing · Computer Science 2021-09-29 Mihai Oltean , Crina Groşan

We examine the feasibility of predicting and subsequently managing the future evolution of a Complex Adaptive System. Our archetypal system mimics a competitive population of mechanical, biological, informational or human objects. We show…

Disordered Systems and Neural Networks · Physics 2007-05-23 David M. D. Smith , Neil F. Johnson

Potential energy landscapes can be represented as a network of minima linked by transition states. The community structure of such networks has been obtained for a series of small Lennard-Jones clusters. This community structure is compared…

Statistical Mechanics · Physics 2007-05-23 Claire P. Massen , Jonathan P. K. Doye

We consider stochastic settings for clustering, and develop provably-good approximation algorithms for a number of these notions. These algorithms yield better approximation ratios compared to the usual deterministic clustering setting.…

Data Structures and Algorithms · Computer Science 2023-10-13 David G. Harris , Shi Li , Thomas Pensyl , Aravind Srinivasan , Khoa Trinh

Differential evolution (DE) algorithm with a small population size is called Micro-DE (MDE). A small population size decreases the computational complexity but also reduces the exploration ability of DE by limiting the population diversity.…

Neural and Evolutionary Computing · Computer Science 2017-09-22 Hojjat Salehinejad , Shahryar Rahnamayan , Hamid R. Tizhoosh

Efficient characterization of quantum devices is a significant challenge critical for the development of large scale quantum computers. We consider an experimentally motivated situation, in which we have a decent estimate of the…

Quantum Physics · Physics 2021-04-12 Przemyslaw Bienias , Alireza Seif , Mohammad Hafezi

Optimizing modern production plants using the job-shop principle is a known hard problem. For very large plants, like semiconductor fabs, the problem becomes unsolvable on a plant-wide scale in a reasonable amount of time using classical…

Artificial Intelligence · Computer Science 2025-08-28 M. Umlauft , M. Schranz
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