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Investment portfolio optimization is a task conducted in all major financial institutions. The Cardinality Constrained Mean-Variance Portfolio Optimization (CCPO) problem formulation is ubiquitous for portfolio optimization. The challenge…

Computational Engineering, Finance, and Science · Computer Science 2026-01-05 Simon Paquette-Greenbaum , Jiangbo Yu

The hypothetical global delivery schedule of Santa Claus must follow strict rolling night-time windows that vary with the Earth's rotation and obey an energy budget that depends on payload size and cruising speed. To design this schedule,…

Applications · Statistics 2025-12-23 Elliot Fisher , Robin Smith

In this paper, a novel swarm intelligent algorithm is proposed called ant nesting algorithm (ANA). The algorithm is inspired by Leptothorax ants and mimics the behavior of ants searching for positions to deposit grains while building a new…

Neural and Evolutionary Computing · Computer Science 2021-12-14 Deeam Najmadeen Hama Rashid , Tarik A. Rashid , Seyedali Mirjalili

Population-based evolutionary algorithms are often considered when approaching computationally expensive black-box optimization problems. They employ a selection mechanism to choose the best solutions from a given population after comparing…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Judith Echevarrieta , Etor Arza , Aritz Pérez

This paper presents a comparative analysis of the performance of the Incremental Ant Colony algorithm for continuous optimization ($IACO_\mathbb{R}$), with different algorithms provided in the NLopt library. The key objective is to…

Neural and Evolutionary Computing · Computer Science 2017-05-02 Udit Kumar , Sumit Soman , Jayadeva

It is well known that finding a global optimum is extremely challenging for nonconvex optimization. There are some recent efforts \cite{anandkumar2016efficient, cartis2018second, cartis2020sharp, chen2019high} regarding the optimization…

Optimization and Control · Mathematics 2020-08-11 Xihua Zhu , Jiangze Han , Bo Jiang

To construct a robot that can walk as efficiently and steadily as humans or other legged animals, we develop an enhanced elitist-mutated ant colony optimization~(EACO) algorithm with genetic and crossover operators in real-time applications…

Neural and Evolutionary Computing · Computer Science 2020-10-12 Jingan Yang , Yang Peng

We give an algorithm for testing the extremality of minimal valid functions for Gomory and Johnson's infinite group problem that are piecewise linear (possibly discontinuous) with rational breakpoints. This is the first set of necessary and…

Optimization and Control · Mathematics 2017-01-06 Amitabh Basu , Robert Hildebrand , Matthias Köppe

Hyperparameter tuning in machine learning algorithms is a computationally challenging task due to the large-scale nature of the problem. In order to develop an efficient strategy for hyper-parameter tuning, one promising solution is to use…

Neural and Evolutionary Computing · Computer Science 2021-12-17 Leila Zahedi , Farid Ghareh Mohammadi , M. Hadi Amini

Although traditional optimization methods focus on finding a single optimal solution, most objective functions in modern machine learning problems, especially those in deep learning, often have multiple or infinite numbers of optima.…

Machine Learning · Computer Science 2022-02-18 Chengyue Gong , Lemeng Wu , Qiang Liu

Software design is crucial to successful software development, yet is a demanding multi-objective problem for software engineers. In an attempt to assist the software designer, interactive (i.e. human in-the-loop) meta-heuristic search…

Software Engineering · Computer Science 2014-06-24 Christopher L. Simons , Jim Smith , Paul White

Large Language Model (LLM)-based optimization has recently shown promise for autonomous problem solving, yet most approaches still cast LLMs as passive constraint checkers rather than proactive strategy designers, limiting their…

Artificial Intelligence · Computer Science 2026-04-06 Beidan Liu , Zhengqiu Zhu , Chen Gao , Tianle Pu , Yong Zhao , Wei Qi , Quanjun Yin

We describe the recently introduced extremal optimization algorithm and apply it to target detection and association problems arising in pre-processing for multi-target tracking. Here we consider the problem of pre-processing for multiple…

Artificial Intelligence · Computer Science 2009-11-10 Pontus Svenson

The aim of this paper is twofold: first, to extend the area of applications of tropical optimization by solving new constrained location problems, and second, to offer new closed-form solutions to general problems that are of interest to…

Optimization and Control · Mathematics 2017-10-31 Nikolai Krivulin

This paper studies the equitable and optimal transport (EOT) problem, which has many applications such as fair division problems and optimal transport with multiple agents etc. In the discrete distributions case, the EOT problem can be…

Optimization and Control · Mathematics 2021-10-04 Minhui Huang , Shiqian Ma , Lifeng Lai

Beam-ACO, a modification of the traditional Ant Colony Optimization (ACO) algorithms that incorporates a modified beam search, is one of the most effective ACO algorithms for solving the Traveling Salesman Problem (TSP). Although adding…

Neural and Evolutionary Computing · Computer Science 2020-04-24 Jeff Hajewski , Suely Oliveira , David E. Stewart , Laura Weiler

Many real-world optimization problems can be stated in terms of submodular functions. Furthermore, these real-world problems often involve uncertainties which may lead to the violation of given constraints. A lot of evolutionary…

Neural and Evolutionary Computing · Computer Science 2024-11-04 Aneta Neumann , Frank Neumann

In general, a multi-objective optimization problem does not have a single optimal solution but a set of Pareto optimal solutions, which forms the Pareto front in the objective space. Various evolutionary algorithms have been proposed to…

Neural and Evolutionary Computing · Computer Science 2020-06-16 Hisao Ishibuchi , Lie Meng Pang , Ke Shang

We introduce \emph{Term Coding}, a novel framework for analysing extremal problems in discrete mathematics by encoding them as finite systems of \emph{term equations} (and, optionally, \emph{non-equality constraints}). In its basic form,…

Combinatorics · Mathematics 2025-10-07 Søren Riis

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick