Related papers: Anytime Bi-Objective Optimization with a Hybrid Mu…
This paper describes a scalable algorithm for solving multiobjective decomposable problems by combining the hierarchical Bayesian optimization algorithm (hBOA) with the nondominated sorting genetic algorithm (NSGA-II) and clustering in the…
This paper addresses the development of a covariance matrix self-adaptation evolution strategy (CMSA-ES) for solving optimization problems with linear constraints. The proposed algorithm is referred to as Linear Constraint CMSA-ES…
In this study, we investigate the problem of min-max continuous optimization in a black-box setting $\min_{x} \max_{y}f(x,y)$. A popular approach updates $x$ and $y$ simultaneously or alternatingly. However, two major limitations have been…
Optimization of mixed categorical-continuous variables is prevalent in real-world applications of black-box optimization. Recently, CatCMA has been proposed as a method for optimizing such variables and has demonstrated success in…
Subspace optimization methods have the attractive property of reducing large-scale optimization problems to a sequence of low-dimensional subspace optimization problems. However, existing subspace optimization frameworks adopt a fixed…
This paper focuses on the restart strategy of CMA-ES on multi-modal functions. A first alternative strategy proceeds by decreasing the initial step-size of the mutation while doubling the population size at each restart. A second strategy…
In discrete-variable black-box optimization, the number of candidate solutions grows combinatorially, while each evaluation is often expensive. Therefore, it is important to identify promising solutions efficiently within a limited number…
Scalability of evolutionary algorithms refers to assessing how their performance changes as problem size increases. In the area of multi-objective optimisation, research on the scalability of multi-objective evolutionary algorithms (MOEAs)…
Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…
Bi-objective search is a well-known algorithmic problem, concerned with finding a set of optimal solutions in a two-dimensional domain. This problem has a wide variety of applications such as planning in transport systems or optimal control…
In this paper, a hybrid method for solving multi-objective problem has been provided. The proposed method is combining the {\epsilon}-Constraint and the Cuckoo algorithm. First the multi objective problem transfers into a single-objective…
In this study, we consider a continuous min--max optimization problem $\min_{x \in \mathbb{X} \max_{y \in \mathbb{Y}}}f(x,y)$ whose objective function is a black-box. We propose a novel approach to minimize the worst-case objective function…
Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…
In this paper, we propose a new end-to-end methodology to optimize the energy performance and the comfort, air quality and hygiene of large buildings. A metamodel based on a Transformer network is introduced and trained using a dataset…
Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that the solution must satisfy. Variational quantum algorithms…
The growing ubiquity of machine learning (ML) has led it to enter various areas of computer science, including black-box optimization (BBO). Recent research is particularly concerned with Bayesian optimization (BO). BO-based algorithms are…
Most multimodal multi-objective evolutionary algorithms (MMEAs) aim to find all global Pareto optimal sets (PSs) for a multimodal multi-objective optimization problem (MMOP). However, in real-world problems, decision makers (DMs) may be…
Hyperparameter optimization (HPO) is increasingly used to automatically tune the predictive performance (e.g., accuracy) of machine learning models. However, in a plethora of real-world applications, accuracy is only one of the multiple --…
In this paper we consider multi-objective optimization problems over a box. The problem is very relevant and several computational approaches have been proposed in the literature. They broadly fall into two main classes: evolutionary…
We consider the problem of optimizing hybrid structures (mixture of discrete and continuous input variables) via expensive black-box function evaluations. This problem arises in many real-world applications. For example, in materials design…