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Evolutionary computation offers a variety of tools to solve complex real-world optimization problems. However, research often focuses on smaller, simplified problems and optimization algorithms that sometimes miss expectations in real-world…

Fast, gradient-based structural optimization has long been limited to a highly restricted subset of problems -- namely, density-based compliance minimization -- for which gradients can be analytically derived. For other objective functions,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-17 Keith J. Lee , Yijiang Huang , Caitlin T. Mueller

This paper presents a new complex optimization problem in the field of automatic design of advanced industrial systems and proposes a hybrid optimization approach to solve the problem. The problem is multi-objective as it aims at finding…

Neural and Evolutionary Computing · Computer Science 2025-05-29 Václav Jirkovský , Jiří Kubalík , Petr Kadera , Arnd Schirrmann , Andreas Mitschke , Andreas Zindel

Stochastic differential equation (SDE) models are the foundation for pricing and hedging financial derivatives. The drift and volatility functions in SDE models are typically chosen to be algebraic functions with a small number (less than…

Computational Finance · Quantitative Finance 2024-06-04 Lei Fan , Justin Sirignano

In this paper, a novel mutation operator of differential evolution algorithm is proposed. A new algorithm called divergence differential evolution algorithm (DDEA) is developed by combining the new mutation operator with divergence operator…

Neural and Evolutionary Computing · Computer Science 2011-08-18 Yifeng Gao , Shuhong Gong , Ge Zhao

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…

Machine Learning · Computer Science 2026-01-21 Yusuf Guven , Vincenzo Di Vito , Ferdinando Fioretto

Differentiable optimization has attracted significant research interest, particularly for quadratic programming (QP). Existing approaches for differentiating the solution of a QP with respect to its defining parameters often rely on…

Machine Learning · Computer Science 2025-10-31 Connor W. Magoon , Fengyu Yang , Noam Aigerman , Shahar Z. Kovalsky

Many tasks in deep learning involve optimizing over the \emph{inputs} to a network to minimize or maximize some objective; examples include optimization over latent spaces in a generative model to match a target image, or adversarially…

Machine Learning · Computer Science 2021-11-29 Swaminathan Gurumurthy , Shaojie Bai , Zachary Manchester , J. Zico Kolter

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

Many optimization problems suffer from noise, and nonlinearity check-based decomposition methods (e.g. Differential Grouping) will completely fail to detect the interactions between variables in multiplicative noisy environments, thus, it…

Neural and Evolutionary Computing · Computer Science 2022-09-07 Rui Zhong , Masaharu Munetomo

This paper presents several types of evolutionary algorithms (EAs) used for global optimization on real domains. The interest has been focused on multimodal problems, where the difficulties of a premature convergence usually occurs. First…

Neural and Evolutionary Computing · Computer Science 2009-02-11 O. Hrstka , A. Kucerova

Existing multi-strategy adaptive differential evolution (DE) commonly involves trials of multiple strategies and then rewards better-performing ones with more resources. However, the trials of an exploitative or explorative strategy may…

Neural and Evolutionary Computing · Computer Science 2021-12-03 Sheng Xin Zhang , Wing Shing Chan , Kit Sang Tang , Shao Yong Zheng

The role of differential equations (DEs) in science and engineering is of paramount importance, as they provide the mathematical framework for a multitude of natural phenomena. Since quantum computers promise significant advantages over…

Quantum Physics · Physics 2025-04-11 Niclas Schillo , Andreas Sturm

Evolutionary algorithms (EAs) have emerged as a powerful framework for optimization, especially for black-box optimization. Existing evolutionary algorithms struggle to comprehend and effectively utilize task-specific information for…

Neural and Evolutionary Computing · Computer Science 2024-12-24 Kai Wu , Xiaobin Li , Penghui Liu , Jing Liu

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

Population diversity plays a key role in evolutionary algorithms that enables global exploration and avoids premature convergence. This is especially more crucial in dynamic optimization in which diversity can ensure that the population…

Neural and Evolutionary Computing · Computer Science 2019-10-15 Maryam Hasani-Shoreh , Frank Neumann

This paper presents comparison of several stochastic optimization algorithms developed by authors in their previous works for the solution of some problems arising in Civil Engineering. The introduced optimization methods are: the integer…

Neural and Evolutionary Computing · Computer Science 2009-02-11 O. Hrstka , A. Kucerova , M. Leps , J. Zeman

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

Many Differential Evolution (DE) algorithms with various parameter control methods (PCMs) have been proposed. However, previous studies usually considered PCMs to be an integral component of a complex DE algorithm. Thus the characteristics…

Neural and Evolutionary Computing · Computer Science 2020-10-05 Ryoji Tanabe , Alex Fukunaga
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