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This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…

Optimization and Control · Mathematics 2016-11-18 Omid Namvar Gharehshiran , Vikram Krishnamurthy , George Yin

Global optimization of black-box functions is challenging in high dimensions. We introduce a conceptual adaptive random search framework, Branching Adaptive Surrogate Search Optimization (BASSO), that combines partitioning and surrogate…

Optimization and Control · Mathematics 2025-04-28 Pariyakorn Maneekul , Zelda B. Zabinsky , Giulia Pedrielli

Population-based metaheuristic algorithms have received significant attention in global optimisation. Human Mental Search (HMS) is a relatively recent population-based metaheuristic that has been shown to work well in comparison to other…

Neural and Evolutionary Computing · Computer Science 2021-11-23 Ehsan Bojnordi , Seyed Jalaleddin Mousavirad , Gerald Schaefer , Iakov Korovin

Particle swarm optimization (PSO) is an iterative search method that moves a set of candidate solution around a search-space towards the best known global and local solutions with randomized step lengths. PSO frequently accelerates…

Neural and Evolutionary Computing · Computer Science 2021-02-25 Johannes Jakubik , Adrian Binding , Stefan Feuerriegel

Searching large and complex design spaces for a global optimum can be infeasible and unnecessary. A practical alternative is to iteratively refine the neighborhood of an initial design using local optimization methods such as gradient…

Machine Learning · Computer Science 2025-11-25 David Stenger , Armin Lindicke , Alexander von Rohr , Sebastian Trimpe

Metaheuristic algorithms are powerful tools for global optimization, particularly for non-convex and non-differentiable problems where exact methods are often impractical. Particle-based optimization methods, inspired by swarm intelligence…

Optimization and Control · Mathematics 2026-03-23 Giacomo Borghi , Hyesung Im , Lorenzo Pareschi

A recently introduced general-purpose heuristic for finding high-quality solutions for many hard optimization problems is reviewed. The method is inspired by recent progress in understanding far-from-equilibrium phenomena in terms of {\em…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Stefan Boettcher , Allon G. Percus

Multi-objective search (MOS) has become essential in robotics, as real-world robotic systems need to simultaneously balance multiple, often conflicting objectives. Recent works explore complex interactions between objectives, leading to…

Artificial Intelligence · Computer Science 2025-09-29 Hadar Peer , Eyal Weiss , Ron Alterovitz , Oren Salzman

Neural Architecture Search (NAS) automates the design of high-performing neural networks but typically targets a single predefined task, thereby restricting its real-world applicability. To address this, Meta Neural Architecture Search…

Machine Learning · Computer Science 2025-08-14 Zijun Sun , Yanning Shen

State transition algorithm has been emerging as a new intelligent global optimization method in recent few years. The standard continuous STA has demonstrated powerful global search ability for global optimization problems whose dimension…

Optimization and Control · Mathematics 2016-10-20 Xiaojun Zhou

Designing a fast and efficient optimization method with local optima avoidance capability on a variety of optimization problems is still an open problem for many researchers. In this work, the concept of a new global optimization method…

Neural and Evolutionary Computing · Computer Science 2012-08-13 Fereydoun Farrahi Moghaddam , Reza Farrahi Moghaddam , Mohamed Cheriet

One of the significant breakthroughs in quantum computation is Grover's algorithm for unsorted database search. Recently, the applications of Grover's algorithm to solve global optimization problems have been demonstrated, where unknown…

Quantum Physics · Physics 2017-11-22 Yan Wang

We develop parallel predictive entropy search (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a batch of points which will maximize the information gain…

Machine Learning · Computer Science 2015-11-24 Amar Shah , Zoubin Ghahramani

In this paper, we intend to formulate a new metaheuristic algorithm, called Cuckoo Search (CS), for solving optimization problems. This algorithm is based on the obligate brood parasitic behaviour of some cuckoo species in combination with…

Optimization and Control · Mathematics 2020-07-17 Xin-She Yang , Suash Deb

One of the actual problems in the field of numerical optimisation, as is well known, is the problem of the search for the global extremum of a multivariate function [1-9,13,14,17-21]. Various versions of the random search methods [6,8,9]…

Optimization and Control · Mathematics 2007-05-23 Michael M. Medynski

We present a distributed generic algorithm called DAMS dedicated to adaptive optimization in distributed environments. Given a set of metaheuristic, the goal of DAMS is to coordinate their local execution on distributed nodes in order to…

Neural and Evolutionary Computing · Computer Science 2012-07-19 Bilel Derbel , Sébastien Verel

Gomez proposes a formal and systematic approach for characterizing stochastic global optimization algorithms. Using it, Gomez formalizes algorithms with a fixed next-population stochastic method, i.e., algorithms defined as stationary…

Optimization and Control · Mathematics 2020-10-13 Jonatan Gomez , Carlos Rivera

We propose a new random method to minimize deterministic continuous functions over subsets $\mathcal{S}$ of high-dimensional space $\mathbb{R}^K$ without assuming convexity. Our procedure alternates between a Global Search (GS) regime to…

Data Analysis, Statistics and Probability · Physics 2025-06-09 Pierre Bertrand , Michel Broniatowski , Wolfgang Stummer

Interest in multimodal function optimization is expanding rapidly since real world optimization problems often demand locating multiple optima within a search space. This article presents a new multimodal optimization algorithm named as the…

Neural and Evolutionary Computing · Computer Science 2014-07-01 Erik Cuevas , Mauricio Gonzalez

In this paper, we analyze a generic algorithm scheme for sequential global optimization using Gaussian processes. The upper bounds we derive on the cumulative regret for this generic algorithm improve by an exponential factor the previously…

Machine Learning · Statistics 2015-06-09 Emile Contal , Vianney Perchet , Nicolas Vayatis