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This paper presents how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimisation problem. The particular case of the Maximum Variety Portfolio is treated but…

Applications · Statistics 2018-04-03 Emmanuelle Jay , Eugénie Terreaux , Jean-Philippe Ovarlez , Frédéric Pascal

For robots to handle the numerous factors that can affect them in the real world, they must adapt to changes and unexpected events. Evolutionary robotics tries to solve some of these issues by automatically optimizing a robot for a specific…

Robotics · Computer Science 2018-05-10 Tønnes F. Nygaard , Charles P. Martin , Eivind Samuelsen , Jim Torresen , Kyrre Glette

Evolutionary algorithms, such as Differential Evolution, excel in solving real-parameter optimization challenges. However, the effectiveness of a single algorithm varies across different problem instances, necessitating considerable efforts…

Neural and Evolutionary Computing · Computer Science 2024-03-08 Hongshu Guo , Yining Ma , Zeyuan Ma , Jiacheng Chen , Xinglin Zhang , Zhiguang Cao , Jun Zhang , Yue-Jiao Gong

Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…

Neural and Evolutionary Computing · Computer Science 2024-07-08 Ankur Sinha , Dhaval Pujara , Hemant Kumar Singh

Randomized search heuristics have been applied successfully to a plethora of problems. This success is complemented by a large body of theoretical results. Unfortunately, the vast majority of these results regard problems with binary or…

Neural and Evolutionary Computing · Computer Science 2025-04-22 Benjamin Doerr , Martin S. Krejca , Günter Rudolph

Known as two cornerstones of problem solving by search, exploitation and exploration are extensively discussed for implementation and application of evolutionary algorithms (EAs). However, only a few researches focus on evaluation and…

Neural and Evolutionary Computing · Computer Science 2020-01-30 Yu Chen , Jun He

Context: Evolutionary algorithms typically require a large number of evaluations (of solutions) to converge - which can be very slow and expensive to evaluate.Objective: To solve search-based software engineering (SE) problems, using fewer…

Software Engineering · Computer Science 2017-09-19 Jianfeng Chen , Vivek Nair , Tim Menzies

The research area of evolutionary multiobjective optimization (EMO) is reaching better understandings of the properties and capabilities of EMO algorithms, and accumulating much evidence of their worth in practical scenarios. An urgent…

Neural and Evolutionary Computing · Computer Science 2009-08-24 David Corne , Joshua Knowles

Nowadays hybrid evolutionary algorithms, i.e, heuristic search algorithms combining several mutation operators some of which are meant to implement stochastically a well known technique designed for the specific problem in question while…

Neural and Evolutionary Computing · Computer Science 2014-04-23 Boris Mitavskiy , Jun He

The effectiveness of the machine learning methods for real-world tasks depends on the proper structure of the modeling pipeline. The proposed approach is aimed to automate the design of composite machine learning pipelines, which is…

Death has long been overlooked in evolutionary algorithms. Recent research has shown that death (when applied properly) can benefit the overall fitness of a population and can outperform sub-sections of a population that are "immortal" when…

Neural and Evolutionary Computing · Computer Science 2021-09-29 Micah Burkhardt , Roman V. Yampolskiy

The cryptanalysis of various cipher problems can be formulated as NP-Hard combinatorial problem. Solving such problems requires time and/or memory requirement which increases with the size of the problem. Techniques for solving…

Cryptography and Security · Computer Science 2010-07-01 Poonam Garg

We present a novel approach for designing complex approximate arithmetic circuits that trade correctness for power consumption and play important role in many energy-aware applications. Our approach integrates in a unique way formal methods…

Neural and Evolutionary Computing · Computer Science 2020-07-03 Milan Ceska , Jiri Matyas , Vojtech Mrazek , Lukas Sekanina , Zdenek Vasicek , Tomas Vojnar

Evolutionary algorithms, inspired by natural evolution, aim to optimize difficult objective functions without computing derivatives. Here we detail the relationship between population genetics and evolutionary optimization and formulate a…

Populations and Evolution · Quantitative Biology 2023-07-19 Jakub Otwinowski , Colin LaMont

Nonlinear constrained optimization problems are encountered in many scientific fields. To utilize the huge calculation power of current computers, many mathematic models are also rebuilt as optimization problems. Most of them have…

Optimization and Control · Mathematics 2011-10-03 Wei Zhang , Xudong Shi , Liwen Wang

We investigate two representation alternatives for the controllers of teams of cyber agents. We combine these controller representations with different evolutionary algorithms, one of which introduces a novel LLM-supported mutation…

Neural and Evolutionary Computing · Computer Science 2025-07-09 Erik Hemberg , Eric Liu , Lucille Fuller , Stephen Moskal , Una-May O'Reilly

Quality Diversity (QD) has emerged as a powerful alternative optimization paradigm that aims at generating large and diverse collections of solutions, notably with its flagship algorithm MAP-ELITES (ME) which evolves solutions through…

Neural and Evolutionary Computing · Computer Science 2023-06-16 Thomas Pierrot , Arthur Flajolet

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

Evolutionary multi-objective algorithms have been widely shown to be successful when utilized for a variety of stochastic combinatorial optimization problems. Chance constrained optimization plays an important role in complex real-world…

Neural and Evolutionary Computing · Computer Science 2023-03-06 Kokila Perera , Aneta Neumann , Frank Neumann

Recent theoretical research has shown that self-adjusting and self-adaptive mechanisms can provably outperform static settings in evolutionary algorithms for binary search spaces. However, the vast majority of these studies focuses on…

Neural and Evolutionary Computing · Computer Science 2020-06-03 Amirhossein Rajabi , Carsten Witt