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Stochastic approximation (SA) algorithms are widely used in system optimization problems when only noisy measurements of the system are available. This paper studies two types of SA algorithms in a multivariate Kiefer-Wolfowitz setting:…

Optimization and Control · Mathematics 2021-07-28 Yiwen Chen

In early-stage architectural design, optimization algorithms are essential for efficiently exploring large and complex design spaces under tight computational constraints. While prior research has benchmarked various optimization methods,…

Neural and Evolutionary Computing · Computer Science 2025-04-14 Farnaz Nazari , Wei Yan

Stochastic approximation (SA) is a powerful class of iterative algorithms for nonlinear root-finding that can be used for minimizing a loss function, $L(\boldsymbol{\theta})$, with respect to a parameter vector $\boldsymbol{\theta}$, when…

Optimization and Control · Mathematics 2017-07-24 Karla Hernández Cuevas

We apply the optimization algorithm Adaptive Simulated Annealing (ASA) to the problem of analyzing data on a large population and selecting the best model to predict that an individual with various traits will have a particular disease. We…

Artificial Intelligence · Computer Science 2007-05-23 Darin Goldstein , William Murray , Binh Yang

We propose a new modularity optimization method, Mod-CSA, based on stochastic global optimization algorithm, conformational space annealing (CSA). Our method outperforms simulated annealing in terms of both efficiency and accuracy, finding…

Computational Physics · Physics 2012-04-26 Juyong Lee , Steven P. Gross , Jooyoung Lee

Working towards the development of an evolvable cancer treatment simulator, the investigation of Differential Evolution was considered, motivated by the high efficiency of variations of this technique in real-valued problems. A basic DE…

Neural and Evolutionary Computing · Computer Science 2020-03-27 Michail-Antisthenis Tsompanas , Larry Bull , Andrew Adamatzky , Igor Balaz

This paper concerns a high-dimensional stochastic programming problem of minimizing a function of expected cost with a matrix argument. To this problem, one of the most widely applied solution paradigms is the sample average approximation…

Optimization and Control · Mathematics 2019-07-22 Hongcheng Liu , Charles Hernandez , Hung Yi Lee

In this study we propose a hybrid estimation of distribution algorithm (HEDA) to solve the joint stratification and sample allocation problem. This is a complex problem in which each the quality of each stratification from the set of all…

Methodology · Statistics 2022-01-12 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim

It is not rare that the performance of one metaheuristic algorithm can be improved by incorporating ideas taken from another. In this article we present how Simulated Annealing (SA) can be used to improve the efficiency of the Ant Colony…

Artificial Intelligence · Computer Science 2017-05-03 Rafał Skinderowicz

The use of Evolutionary Algorithms (EA) for solving Mathematical/Computational Optimization Problems is inspired by the biological processes of Evolution. Few of the primitives involved in the Evolutionary process/paradigm are selection of…

Neural and Evolutionary Computing · Computer Science 2023-11-07 Parthasarathy Srinivasan

This work concerns the evolutionary approaches to distributed stochastic black-box optimization, in which each worker can individually solve an approximation of the problem with nature-inspired algorithms. We propose a distributed evolution…

Neural and Evolutionary Computing · Computer Science 2022-04-12 Xiaoyu He , Zibin Zheng , Chuan Chen , Yuren Zhou , Chuan Luo , Qingwei Lin

Standard evolutionary optimization algorithms assume that the evaluation of the objective and constraint functions is straightforward and computationally cheap. However, in many real-world optimization problems, these evaluations involve…

Neural and Evolutionary Computing · Computer Science 2022-12-09 Jakub Kudela , Radomil Matousek

High-dimensional numerical optimization presents a persistent challenge in computational science. This paper introduces Quasi-Adaptive Search with Asymptotic Reinitialization (QUASAR), an evolutionary algorithm to accelerate convergence in…

Optimization and Control · Mathematics 2026-02-03 Julian G. Soltes

In the context of industrial engineering, it is important to integrate efficient computational optimization methods in the product development process. Some of the most challenging simulation-based engineering design optimization problems…

Neural and Evolutionary Computing · Computer Science 2018-07-13 Ramses Sala , Niccolo Baldanzini , Marco Pierini

In this paper, a novel mutation operator of differential evolution algorithm is proposed. A new algorithm called divergence differential evolution algorithm (DDEA) is developed by combining the new mutation operator with divergence operator…

Neural and Evolutionary Computing · Computer Science 2011-08-18 Yifeng Gao , Shuhong Gong , Ge Zhao

This study presents a population-based evolutionary optimization algorithm (Adaptive Differential Evolution with Diversification Strategies or ADEDS). The algorithm developed using the sinusoidal objective function and subsequently…

Neural and Evolutionary Computing · Computer Science 2023-10-09 Sarit Maitra

Real-world optimisation problems typically have objective functions which cannot be expressed analytically. These optimisation problems are evaluated through expensive physical experiments or simulations. Cheap approximations of the…

Neural and Evolutionary Computing · Computer Science 2022-11-01 Mohamed Z. Variawa , Terence L. Van Zyl , Matthew Woolway

In this paper, the performances of the quasi-Newton BFGS algorithm, the NEWUOA derivative free optimizer, the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), the Differential Evolution (DE) algorithm and Particle Swarm Optimizers…

Numerical Analysis · Computer Science 2010-06-01 Anne Auger , Nikolaus Hansen , Jorge M. Perez Zerpa , Raymond Ros , Marc Schoenauer

This paper introduces a novel competitive mechanism into differential evolution (DE), presenting an effective DE variant named competitive DE (CDE). CDE features a simple yet efficient mutation strategy: DE/winner-to-best/1. Essentially,…

Neural and Evolutionary Computing · Computer Science 2024-06-11 Rui Zhong , Yang Cao , Enzhi Zhang , Masaharu Munetomo

We consider stochastic optimization problems which use observed data to estimate essential characteristics of the random quantities involved. Sample average approximation (SAA) or empirical (plug-in) estimation are very popular ways to use…

Statistics Theory · Mathematics 2021-03-16 Darinka Dentcheva , Yang Lin