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Technical indicators use graphic representations of data sets by applying various mathematical formulas to financial time series of prices. These formulas comprise a set of rules and parameters whose values are not necessarily known and…

Neural and Evolutionary Computing · Computer Science 2022-11-07 Francisco J. Soltero , Pablo Fernández-Blanco , J. Ignacio Hidalgo

Data-driven evolutionary multi-objective optimization (EMO) has been recognized as an effective approach for multi-objective optimization problems with expensive objective functions. The current research is mainly developed for problems…

Neural and Evolutionary Computing · Computer Science 2022-05-31 Renzhi Chen , Ke Li

The particle swarm approach provides a low complexity solution to the optimization problem among various existing heuristic algorithms. Recent advances in the algorithm resulted in improved performance at the cost of increased computational…

Neural and Evolutionary Computing · Computer Science 2013-04-16 Muhammad Omer Bin Saeed , Muhammad Saqib Sohail , Syed Zeeshan Rizvi , Mobien Shoaib , Asrar Ul Haq Sheikh

When solving constrained multi-objective optimization problems, an important issue is how to balance convergence, diversity and feasibility simultaneously. To address this issue, this paper proposes a parameter-free constraint handling…

Neural and Evolutionary Computing · Computer Science 2017-11-22 Ke Li , Renzhi Chen , Guangtao Fu , Xin Yao

A traditional and intuitively appealing Multi-Task Multiple Kernel Learning (MT-MKL) method is to optimize the sum (thus, the average) of objective functions with (partially) shared kernel function, which allows information sharing amongst…

Machine Learning · Computer Science 2014-04-14 Cong Li , Michael Georgiopoulos , Georgios C. Anagnostopoulos

We reduce the problem of finding an augmenting path in a general graph to a reachability problem in a directed bipartite graph. A slight modification of depth-first search leads to an algorithm for finding such paths. Although this setting…

Data Structures and Algorithms · Computer Science 2015-09-17 Norbert Blum

In solving multi-modal, multi-objective optimization problems (MMOPs), the objective is not only to find a good representation of the Pareto-optimal front (PF) in the objective space but also to find all equivalent Pareto-optimal subsets…

Neural and Evolutionary Computing · Computer Science 2022-10-24 Tapabrata Ray , Mohammad Mohiuddin Mamun , Hemant Kumar Singh

The main feature of the Dynamic Multi-objective Optimization Problems (DMOPs) is that optimization objective functions will change with times or environments. One of the promising approaches for solving the DMOPs is reusing the obtained…

Neural and Evolutionary Computing · Computer Science 2019-10-22 Weizhen Hu , Min Jiang , Xing Gao , Kay Chen Tan , Yiu-ming Cheung

The Plant Propagation Algorithm, epitomised by the Strawberry Algorithm, has been previously successfully tested on low dimensional continuous optimisation problems. It is a neighborhood search algorithm. In this paper, we introduce, robust…

Optimization and Control · Mathematics 2014-12-16 Muhammad Sulaiman , Abdellah Salhi , Eric S. Fraga

Automated experimentation has the potential to revolutionize scientific discovery, but its effectiveness depends on well-defined optimization targets, which are often uncertain or probabilistic in real-world settings. In this work, we…

Machine Learning · Computer Science 2025-04-10 Yu Liu , Sergei V. Kalinin

Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to…

Optimization and Control · Mathematics 2019-06-24 Stefan Banholzer , Bennet Gebken , Michael Dellnitz , Sebastian Peitz , Stefan Volkwein

Multi-modal multi-objective optimization aims to find all Pareto optimal solutions including overlapping solutions in the objective space. Multi-modal multi-objective optimization has been investigated in the evolutionary computation…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ryoji Tanabe , Hisao Ishibuchi

We present a novel approach to help decision-makers efficiently identify preferred solutions from the Pareto set of a multi-objective optimization problem. Our method uses a Bayesian model to estimate the decision-maker's utility function…

Machine Learning · Statistics 2025-11-13 Felix Huber , Sebastian Rojas Gonzalez , Raul Astudillo

Benson's outer approximation algorithm and its variants are the most frequently used methods for solving linear multiobjective optimization problems. These algorithms have two intertwined components: one-dimensional linear optimization one…

Optimization and Control · Mathematics 2019-03-21 Laszlo Csirmaz

In a wide range of applications it is desirable to optimally control a dynamical system with respect to concurrent, potentially competing goals. This gives rise to a multiobjective optimal control problem where, instead of computing a…

Optimization and Control · Mathematics 2020-12-18 Sebastian Peitz , Sina Ober-Blöbaum , Michael Dellnitz

Route planning also known as pathfinding is one of the key elements in logistics, mobile robotics and other applications, where engineers face many conflicting objectives. However, most of the current route planning algorithms consider only…

Neural and Evolutionary Computing · Computer Science 2021-08-18 Jens Weise , Sanaz Mostaghim

For the purpose of addressing the multi-objective optimal reactive power dispatch (MORPD) problem, a two-step approach is proposed in this paper. First of all, to ensure the economy and security of the power system, the MORPD model aiming…

Optimization and Control · Mathematics 2020-03-06 Meng Zhang , Yang Li

Graph clustering involves the task of dividing nodes into clusters, so that the edge density is higher within clusters as opposed to across clusters. A natural, classic and popular statistical setting for evaluating solutions to this…

Machine Learning · Statistics 2016-11-17 Yudong Chen , Sujay Sanghavi , Huan Xu

Nature-inspired swarm-based algorithms have been widely applied to tackle high-dimensional and complex optimization problems across many disciplines. They are general purpose optimization algorithms, easy to use and implement, flexible and…

Optimization and Control · Mathematics 2021-03-23 Kwok Pui Choi , Enzio Hai Hong Kam , Tze Leung Lai , Xin T. Tong , Weng Kee Wong

The major difficulty in Multi-objective Optimization Evolutionary Algorithms (MOEAs) is how to find an appropriate solution that is able to converge towards the true Pareto Front with high diversity. Most existing methodologies, which have…

Optimization and Control · Mathematics 2020-04-30 Jeisson Prieto , Jonatan Gomez
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