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In this note, we extend an evolutionary stochastic portfolio optimization framework to include probabilistic constraints. Both the stochastic programming-based modeling environment as well as the evolutionary optimization environment are…

Portfolio Management · Quantitative Finance 2014-01-21 Ronald Hochreiter

Autonomous systems are composed of several subsystems such as mechanical, propulsion, perception, planning and control. These are traditionally designed separately which makes performance optimization of the integrated system a significant…

Robotics · Computer Science 2022-03-01 Hongrui Zheng , Johannes Betz , Rahul Mangharam

In optimal quantum-mechanical evolutions, motion can occur along non-predetermined paths of shortest length in an optimal time. Alternatively, optimal evolutions can happen along predefined paths with no waste of energy resources and 100%…

Quantum Physics · Physics 2025-02-27 Leonardo Rossetti , Carlo Cafaro , Paul M. Alsing

Computing gradients of a cost function is central to design-based optimization and machine learning algorithms. Equilibrium propagation provides an exact method to compute gradients in hardware by exploiting the inherent physical laws. The…

Disordered Systems and Neural Networks · Physics 2025-08-11 Marc Berneman , Daniel Hexner

Evolutionary algorithms have been widely applied for solving dynamic constrained optimization problems (DCOPs) as a common area of research in evolutionary optimization. Current benchmarks proposed for testing these problems in the…

Neural and Evolutionary Computing · Computer Science 2019-07-10 Maryam Hasani-Shoreh , María-Yaneli Ameca-Alducin , Wilson Blaikie , Frank Neumann , Marc Schoenauer

This paper presents the design of an extremum seeking controller based on sliding modes and cyclic search for real-time optimization of non-linear multivariable dynamic systems. These systems have arbitrary relative degree, compensated by…

Optimization and Control · Mathematics 2024-07-31 Nerito Oliveira Aminde , Tiago Roux Oliveira , Liu Hsu

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

Optimization and Control · Mathematics 2012-04-30 C. M. Campos , O. Junge , S. Ober-Blöbaum

We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…

Machine Learning · Computer Science 2026-01-06 Hao Ma , Melanie Zeilinger , Michael Muehlebach

This paper presents an evolutionary algorithm with a new goal-sequence domination scheme for better decision support in multi-objective optimization. The approach allows the inclusion of advanced hard/soft priority and constraint…

Artificial Intelligence · Computer Science 2011-06-02 E. F. Khor , T. H. Lee , R. Sathikannan , K. C. Tan

Living systems operate far from equilibrium, yet few general frameworks provide global bounds on biological transients. In high-dimensional biological networks like ecosystems, long transients arise from the separate timescales of…

Biological Physics · Physics 2025-04-15 William Gilpin

In this paper, we rigorously study the problem of cost optimisation of hybrid (mixed) institutional incentives, which are a plan of actions involving the use of reward and punishment by an external decision-maker, for maximising the level…

Populations and Evolution · Quantitative Biology 2023-10-09 M. H. Duong , C. M. Durbac , T. A. Han

Understanding the macroscopic behavior of dynamical systems is an important tool to unravel transport mechanisms in complex flows. A decomposition of the state space into coherent sets is a popular way to reveal this essential macroscopic…

Dynamical Systems · Mathematics 2020-04-30 Gary Froyland , Péter Koltai , Martin Stahn

Numerous Optimization Algorithms have a time-varying update rule thanks to, for instance, a changing step size, momentum parameter or, Hessian approximation. In this paper, we apply unrolled or automatic differentiation to a time-varying…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

We theoretically and experimentally study finite-time optimal control of a colloidal particle steered through a spatially inhomogeneous environment, modeled by a position-dependent energetic cost at the final state. The competition between…

Statistical Mechanics · Physics 2026-04-29 Jan Meibohm , Samuel Monter , Sarah A. M. Loos , Clemens Bechinger

In order to develop systems capable of artificial evolution, we need to identify which systems can produce complex behavior. We present a novel classification method applicable to any class of deterministic discrete space and time dynamical…

Artificial Intelligence · Computer Science 2021-08-04 Barbora Hudcová , Tomáš Mikolov

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…

Optimization and Control · Mathematics 2007-05-23 I. Y. Tyukin , D. V. Prokhorov , Cees van Leeuwen

A novel simulation strategy is proposed to search for semiconductor quantum devices which are optimized with respect to required performances. Based on evolutionary programming, a tecnique implementing the paradigm of genetic algorithms to…

Materials Science · Physics 2009-10-31 Guido Goldoni , Fausto Rossi

Most decision tree induction algorithms are based on a greedy top-down recursive partitioning strategy for tree growth. In this paper, we propose several methods for induction of decision trees and their ensembles based on evolutionary…

Neural and Evolutionary Computing · Computer Science 2020-02-04 Evgeny Dolotov , Nikolai Zolotykh