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Selection of perefect parameters for low-pass filters can sometimes be an expensive problem with no analytical solution or differentiability of cost function. In this paper, we introduce a new PSO-inspired algorithm, that incorporates the…

Optimization and Control · Mathematics 2024-02-20 Dmytro Shchyrba , Izabela Paniczek

In this paper, we present a Model-Based Reinforcement Learning (MBRL) algorithm named \emph{Monte Carlo Probabilistic Inference for Learning COntrol} (MC-PILCO). The algorithm relies on Gaussian Processes (GPs) to model the system dynamics…

Machine Learning · Computer Science 2022-11-29 Fabio Amadio , Alberto Dalla Libera , Riccardo Antonello , Daniel Nikovski , Ruggero Carli , Diego Romeres

This study presents a comprehensive approach to optimizing inventory management under stochastic demand by leveraging Monte Carlo Simulation (MCS) with grid search and Bayesian optimization. By using a business case of historical demand…

Optimization and Control · Mathematics 2024-07-01 Sarit Maitra

In this paper we consider a continuous description based on stochastic differential equations of the popular particle swarm optimization (PSO) process for solving global optimization problems and derive in the large particle limit the…

Numerical Analysis · Mathematics 2020-12-11 Sara Grassi , Lorenzo Pareschi

We consider a simple approach to solving assortment optimization under the random utility maximization model. The approach uses Monte-Carlo simulation to construct a ranking-based choice model that serves as a proxy for the true choice…

Optimization and Control · Mathematics 2025-10-02 Hassaan Khalid , Bradley Sturt

Particle swarm optimization algorithm is a stochastic meta-heuristic solving global optimization problems appreciated for its efficacity and simplicity. It consists in a swarm of particles interacting among themselves and searching the…

Probability · Mathematics 2024-09-23 Vianney Bruned , André Mas , Sylvain Wlodarczyk

Many real-world problems are dynamic optimization problems. In this case, the optima in the environment change dynamically. Therefore, traditional optimization algorithms disable to track and find optima. In this paper, a new multi-swarm…

Neural and Evolutionary Computing · Computer Science 2013-08-08 Somayeh Nabizadeh , Alireza Rezvanian , Mohammd Reza Meybodi

Particle Swarm Optimisation (PSO) makes use of a dynamical system for solving a search task. Instead of adding search biases in order to improve performance in certain problems, we aim to remove algorithm-induced scales by controlling the…

Neural and Evolutionary Computing · Computer Science 2014-02-28 Adam Erskine , J Michael Herrmann

Meta-heuristics are powerful tools for solving optimization problems whose structural properties are unknown or cannot be exploited algorithmically. We propose such a meta-heuristic for a large class of optimization problems over discrete…

Discrete Mathematics · Computer Science 2021-06-22 Moritz Mühlenthaler , Alexander Raß , Manuel Schmitt , Rolf Wanka

This paper presents an algorithm based on Particle Swarm Optimization (PSO), adapted for multi-objective optimization problems: the Elitist PSO (MO-ETPSO). The proposed algorithm integrates core strategies from the well-established NSGA-II…

Neural and Evolutionary Computing · Computer Science 2024-02-21 Ricardo Fitas

General purpose optimization routines such as nlminb, optim (R) or nlmixed (SAS) are frequently used to estimate model parameters in nonstandard distributions. This paper presents Particle Swarm Optimization (PSO), as an alternative to many…

Machine Learning · Statistics 2024-05-22 Sisi Shao , Junhyung Park , Weng Kee Wong

Many real-world phenomena can be modelled as dynamic optimization problems. In such cases, the environment problem changes dynamically and therefore, conventional methods are not capable of dealing with such problems. In this paper, a novel…

Artificial Intelligence · Computer Science 2013-08-01 Somayeh Nabizadeh , Alireza Rezvanian , Mohammad Reza Meybodi

Bio-inspired optimization algorithms have been gaining more popularity recently. One of the most important of these algorithms is particle swarm optimization (PSO). PSO is based on the collective intelligence of a swam of particles. Each…

Neural and Evolutionary Computing · Computer Science 2013-12-09 Muhammad Marwan Muhammad Fuad

Inventory management is a fundamental challenge in supply chain management. The challenge is compounded when the associated products have unpredictable demands. This study proposes an innovative optimization approach combining…

Optimization and Control · Mathematics 2024-02-20 Sarit Maitra

We propose novel particle swarm optimization (PSO) variants incorporated with deep neural networks (DNNs) for particles to pursue globally optimal positions in dynamic environments. PSO is a heuristic approach for solving complex…

Neural and Evolutionary Computing · Computer Science 2026-04-16 Stephen Raharja , Toshiharu Sugawara

Particle Swarm Optimization (PSO) is a metaheuristic global optimization paradigm that has gained prominence in the last two decades due to its ease of application in unsupervised, complex multidimensional problems which cannot be solved…

Neural and Evolutionary Computing · Computer Science 2019-01-07 Saptarshi Sengupta , Sanchita Basak , Richard Alan Peters

Numerical optimization techniques are widely used in a broad area of science and technology, from finding the minimal energy of systems in Physics or Chemistry to finding optimal routes in logistics or optimal strategies for high speed…

Neural and Evolutionary Computing · Computer Science 2025-08-20 Yury Chernyak , Ijaz Ahamed Mohammad , Nikolas Masnicak , Matej Pivoluska , Martin Plesch

Stochastic gradient descent (SGD) algorithm is an effective learning strategy to build a latent factor analysis (LFA) model on a high-dimensional and incomplete (HDI) matrix. A particle swarm optimization (PSO) algorithm is commonly adopted…

Neural and Evolutionary Computing · Computer Science 2022-08-05 Jiufang Chen , Ye Yuan

This article introduces an enhanced particle swarm optimizer (PSO), termed Orthogonal PSO with Mutation (OPSO-m). Initially, it proposes an orthogonal array-based learning approach to cultivate an improved initial swarm for PSO,…

Neural and Evolutionary Computing · Computer Science 2024-05-22 Indu Bala , Dikshit Chauhan , Lewis Mitchell

Task learning in neural networks typically requires finding a globally optimal minimizer to a loss function objective. Conventional designs of swarm based optimization methods apply a fixed update rule, with possibly an adaptive step-size…

Machine Learning · Computer Science 2022-11-29 Chandrajit Bajaj , Omatharv Bharat Vaidya , Yi Wang