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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

We consider Bandits with Knapsacks (henceforth, BwK), a general model for multi-armed bandits under supply/budget constraints. In particular, a bandit algorithm needs to solve a well-known knapsack problem: find an optimal packing of items…

Data Structures and Algorithms · Computer Science 2023-03-08 Nicole Immorlica , Karthik Abinav Sankararaman , Robert Schapire , Aleksandrs Slivkins

This paper introduces a framework for Chance-Constrained Optimization with Complex Variables, addressing complex linear programming for both individual and joint probabilistic constraints in the complex domain. We first analyze the 3CP…

Optimization and Control · Mathematics 2026-05-25 Raneem Madani , Abdel Lisser , Zeno Toffano

The compact genetic algorithm (cGA) is an non-elitist estimation of distribution algorithm which has shown to be able to deal with difficult multimodal fitness landscapes that are hard to solve by elitist algorithms. In this paper, we…

Neural and Evolutionary Computing · Computer Science 2022-04-12 Frank Neumann , Dirk Sudholt , Carsten Witt

In real-world optimisation, it is common to face several sub-problems interacting and forming the main problem. There is an inter-dependency between the sub-problems, making it impossible to solve such a problem by focusing on only one…

Neural and Evolutionary Computing · Computer Science 2023-01-05 Adel Nikfarjam , Aneta Neumann , Frank Neumann

Evolutionary algorithms often struggle to find well converged (e.g small inverted generational distance on test problems) solutions to multi-objective optimization problems on a limited budget of function evaluations (here, a few hundred).…

Neural and Evolutionary Computing · Computer Science 2025-04-30 Christopher M. Pierce , Young-Kee Kim , Ivan Bazarov

A number of problems in relational Artificial Intelligence can be viewed as Stochastic Constraint Optimization Problems (SCOPs). These are constraint optimization problems that involve objectives or constraints with a stochastic component.…

Artificial Intelligence · Computer Science 2018-07-04 Anna L. D. Latour , Behrouz Babaki , Siegfried Nijssen

In this work, we study the classic submodular maximization problem under knapsack constraints and beyond. We first present an $(7/16-\varepsilon)$-approximate algorithm for single knapsack constraint, which requires…

Data Structures and Algorithms · Computer Science 2020-12-22 Wenxin Li

In literature, Clustered Shortest-Path Tree Problem (CluSPT) is an NP-hard problem. Previous studies often search for an optimal solution in relatively large space. To enhance the performance of the search process, two approaches are…

Neural and Evolutionary Computing · Computer Science 2020-10-20 Phan Thi Hong Hanh , Pham Dinh Thanh , Huynh Thi Thanh Binh

Chemical process optimization and control are affected by 1) plant-model mismatch, 2) process disturbances, and 3) constraints for safe operation. Reinforcement learning by policy optimization would be a natural way to solve this due to its…

This work presents an empirical analysis of exact algorithms for the unbounded knapsack problem, which includes seven algorithms from the literature, two commercial solvers, and more than ten thousand instances. The terminating step-off, a…

Data Structures and Algorithms · Computer Science 2019-03-22 Henrique Becker , Luciana S. Buriol

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…

Optimization and Control · Mathematics 2020-07-22 Albert Berahas , Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

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

There has been a growing interest in the evolutionary computation community to compute a diverse set of high-quality solutions for a given optimisation problem. This can provide the practitioners with invaluable information about the…

Neural and Evolutionary Computing · Computer Science 2022-04-07 Adel Nikfarjam , Aneta Neumann , Frank Neumann

To solve real-world expensive constrained multi-objective optimization problems (ECMOPs), surrogate/approximation models are commonly incorporated in evolutionary algorithms to pre-select promising candidate solutions for evaluation.…

Neural and Evolutionary Computing · Computer Science 2024-05-24 Kamrul Hasan Rahi

Evolutionary algorithms have been successfully applied to a variety of optimisation problems in stationary environments. However, many real world optimisation problems are set in dynamic environments where the success criteria shifts…

Neural and Evolutionary Computing · Computer Science 2016-10-11 Matthew Hughes

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…

Optimization and Control · Mathematics 2025-02-07 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

A new model for evolving Evolutionary Algorithms is proposed in this paper. The model is based on the Linear Genetic Programming (LGP) technique. Every LGP chromosome encodes an EA which is used for solving a particular problem. Several…

Neural and Evolutionary Computing · Computer Science 2021-09-28 Mihai Oltean

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