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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

We present a new method for proving lower bounds on the expected running time of evolutionary algorithms. It is based on fitness-level partitions and an additional condition on transition probabilities between fitness levels. The method is…

Neural and Evolutionary Computing · Computer Science 2015-03-19 Dirk Sudholt

The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…

Optimization and Control · Mathematics 2016-05-23 Zeyuan Allen-Zhu , Elad Hazan

Robust optimization is becoming increasingly important in machine learning applications. In this paper, we study a unified framework of robust submodular optimization. We study this problem both from a minimization and maximization…

Machine Learning · Computer Science 2021-03-22 Rishabh Iyer

Genetic algorithms have unique properties which are useful when applied to black box optimization. Using selection, crossover, and mutation operators, candidate solutions may be obtained without the need to calculate a gradient. In this…

Quantum Physics · Physics 2022-06-23 David Von Dollen , Sheir Yarkoni , Daniel Weimer , Florian Neukart , Thomas Bäck

Many real-world applications have the time-linkage property, and the only theoretical analysis is recently given by Zheng, et al. (TEVC 2021) on their proposed time-linkage OneMax problem, OneMax$_{(0,1^n)}$. However, only two elitist…

Neural and Evolutionary Computing · Computer Science 2021-04-15 Weijie Zheng , Qiaozhi Zhang , Huanhuan Chen , Xin Yao

We study how Reinforcement Learning can be employed to optimally control parameters in evolutionary algorithms. We control the mutation probability of a (1+1) evolutionary algorithm on the OneMax function. This problem is modeled as a…

Neural and Evolutionary Computing · Computer Science 2019-05-10 Luca Mossina , Emmanuel Rachelson , Daniel Delahaye

Despite significant empirical and theoretically supported evidence that non-static parameter choices can be strongly beneficial in evolutionary computation, the question how to best adjust parameter values plays only a marginal role in…

Neural and Evolutionary Computing · Computer Science 2018-03-06 Carola Doerr , Markus Wagner

Choosing a suitable algorithm from the myriads of different search heuristics is difficult when faced with a novel optimization problem. In this work, we argue that the purely academic question of what could be the best possible algorithm…

Neural and Evolutionary Computing · Computer Science 2023-12-07 Shouda Wang , Weijie Zheng , Benjamin Doerr

Evolutionary algorithms have been frequently applied to constrained continuous optimisation problems. We carry out feature based comparisons of different types of evolutionary algorithms such as evolution strategies, differential evolution…

Artificial Intelligence · Computer Science 2015-09-24 Shayan Poursoltan , Frank Neumann

In many practical applications, heuristic or approximation algorithms are used to efficiently solve the task at hand. However their solutions frequently do not satisfy natural monotonicity properties of optimal solutions. In this work we…

Machine Learning · Computer Science 2020-03-24 Evangelia Gergatsouli , Brendan Lucier , Christos Tzamos

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

In real-world applications, many optimization problems have the time-linkage property, that is, the objective function value relies on the current solution as well as the historical solutions. Although the rigorous theoretical analysis on…

Neural and Evolutionary Computing · Computer Science 2021-02-25 Weijie Zheng , Huanhuan Chen , Xin Yao

We consider the problem of optimizing a grey-box objective function, i.e., nested function composed of both black-box and white-box functions. A general formulation for such grey-box problems is given, which covers the existing grey-box…

Machine Learning · Computer Science 2023-08-03 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem…

Machine Learning · Computer Science 2024-06-12 Gjorgjina Cenikj , Ana Nikolikj , Gašper Petelin , Niki van Stein , Carola Doerr , Tome Eftimov

A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

We investigate the information complexity of mixed-integer convex optimization under different types of oracles. We establish new lower bounds for the standard first-order oracle, improving upon the previous best known lower bound. This…

Optimization and Control · Mathematics 2023-08-23 Amitabh Basu , Hongyi Jiang , Phillip Kerger , Marco Molinaro

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

In this paper we study submodular maximization under a matroid constraint in the adaptive complexity model. This model was recently introduced in the context of submodular optimization in [BS18a] to quantify the information theoretic…

Data Structures and Algorithms · Computer Science 2018-11-09 Eric Balkanski , Aviad Rubinstein , Yaron Singer

Black-box optimization is often encountered for decision-making in complex systems management, where the knowledge of system is limited. Under these circumstances, it is essential to balance the utilization of new information with…

Computation · Statistics 2025-01-15 Teng Lian , Jian-Qiang Hu , Yuhang Wu , Zeyu Zheng