Related papers: On the approximation ability of evolutionary optim…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…
This work aims to study and explore the use of Gene Expression Programming (GEP) in solving the on-line Bin-Packing problem. The main idea is to show how GEP can automatically find acceptable heuristic rules to solve the problem efficiently…
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…
In this paper we study constrained subspace approximation problem. Given a set of $n$ points $\{a_1,\ldots,a_n\}$ in $\mathbb{R}^d$, the goal of the {\em subspace approximation} problem is to find a $k$ dimensional subspace that best…
We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the…
In graph-based active learning, algorithms based on expected error minimization (EEM) have been popular and yield good empirical performance. The exact computation of EEM optimally balances exploration and exploitation. In practice,…
Evolutionary algorithms (EAs) form a popular optimisation paradigm inspired by natural evolution. In recent years the field of evolutionary computation has developed a rigorous analytical theory to analyse their runtime on many illustrative…
In the problem called single resource constraint scheduling, we are given $m$ identical machines and a set of jobs, each needing one machine to be processed as well as a share of a limited renewable resource $R$. A schedule of these jobs is…
We present an information-theoretic framework for solving global black-box optimization problems that also have black-box constraints. Of particular interest to us is to efficiently solve problems with decoupled constraints, in which…
Clustering is a fundamental problem in many areas, which aims to partition a given data set into groups based on some distance measure, such that the data points in the same group are similar while that in different groups are dissimilar.…
We prove a general result demonstrating the power of Lagrangian relaxation in solving constrained maximization problems with arbitrary objective functions. This yields a unified approach for solving a wide class of {\em subset selection}…
he greatest weakness of evolutionary algorithms, widely used today, is the premature convergence due to the loss of population diversity over generations. To overcome this problem, several algorithms have been proposed, such as the…
Constraint satisfaction problems (CSPs) consist of a set of variables taking values from some finite domain and a set of local constraints on these variables. The objective is to find an assignment to the variables that maximizes the…
We propose PESA, a novel approach combining Particle Swarm Optimisation (PSO), Evolution Strategy (ES), and Simulated Annealing (SA) in a hybrid Algorithm, inspired from reinforcement learning. PESA hybridizes the three algorithms by…
A theoretical performance analysis of the $(\mu/\mu_I,\lambda)$-$\sigma$-Self-Adaptation Evolution Strategy ($\sigma$SA-ES) is presented considering a conically constrained problem. Infeasible offspring are repaired using projection onto…
Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…
This paper presents the main characteristics of the evolutionary optimization code named EOS, Evolutionary Optimization at Sapienza, and its successful application to challenging, real-world space trajectory optimization problems. EOS is a…
In the Set Cover problem, we are given a set system with each set having a weight, and we want to find a collection of sets that cover the universe, whilst having low total weight. There are several approaches known (based on greedy…
The Expectation-Maximization (EM) algorithm is an iterative method to maximize the log-likelihood function for parameter estimation. Previous works on the convergence analysis of the EM algorithm have established results on the asymptotic…
Metaheuristics (MHs) in general and Evolutionary Algorithms (EAs) in particular are well known tools for successful optimization of difficult problems. But when is their application meaningful and how does one approach such a project as a…