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It has been shown that cooperative coevolution (CC) can effectively deal with large scale optimization problems (LSOPs) through a divide-and-conquer strategy. However, its performance is severely restricted by the current…

Neural and Evolutionary Computing · Computer Science 2018-02-28 Zhigang Ren , Bei Pang , Yongsheng Liang , An Chen , Yipeng Zhang

Recent decades have witnessed great advancements in multiobjective evolutionary algorithms (MOEAs) for multiobjective optimization problems (MOPs). However, these progressively improved MOEAs have not necessarily been equipped with scalable…

Neural and Evolutionary Computing · Computer Science 2023-02-28 Songbai Liu , Qiuzhen Lin , Jianqiang Li , Kay Chen Tan

The major difficulty in Multi-objective Optimization Evolutionary Algorithms (MOEAs) is how to find an appropriate solution that is able to converge towards the true Pareto Front with high diversity. Most existing methodologies, which have…

Optimization and Control · Mathematics 2020-04-30 Jeisson Prieto , Jonatan Gomez

Bayesian Optimization (BO) is a class of surrogate-based, sample-efficient algorithms for optimizing black-box problems with small evaluation budgets. The BO pipeline itself is highly configurable with many different design choices…

Machine Learning · Computer Science 2023-07-03 Carolin Benjamins , Elena Raponi , Anja Jankovic , Carola Doerr , Marius Lindauer

It has been widely observed that there exists no universal best Multi-objective Evolutionary Algorithm (MOEA) dominating all other MOEAs on all possible Multi-objective Optimization Problems (MOPs). In this work, we advocate using the…

Neural and Evolutionary Computing · Computer Science 2023-06-08 Xiasheng Ma , Shengcai Liu , Wenjing Hong

Evolutionary algorithms (EAs), such as the genetic algorithm (GA), offer an elegant way to handle combinatorial optimization problems (COPs). However, limited by expertise and resources, most users do not have enough capability to implement…

Neural and Evolutionary Computing · Computer Science 2022-05-30 Bowen Zhao , Wei-Neng Chen , Feng-Feng Wei , Ximeng Liu , Qingqi Pei , Jun Zhang

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

Optimization and Control · Mathematics 2020-12-08 Raghu Pasupathy , Yongjia Song

Evolutionary algorithms (EAs) are general-purpose optimisers that come with several parameters like the sizes of parent and offspring populations or the mutation rate. It is well known that the performance of EAs may depend drastically on…

Neural and Evolutionary Computing · Computer Science 2022-10-13 Mario Alejandro Hevia Fajardo , Dirk Sudholt

The increasing need for rapid recalibration of option pricing models in dynamic markets places stringent computational demands on data generation and valuation algorithms. In this work, we propose a hybrid algorithmic framework that…

Computational Finance · Quantitative Finance 2025-12-29 Liying Zhang , Ying Gao

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Surrogate-assisted evolutionary algorithms have been widely developed to solve complex and computationally expensive multi-objective optimization problems in recent years. However, when dealing with high-dimensional optimization problems,…

Neural and Evolutionary Computing · Computer Science 2024-03-19 Guodong Chen , Jiu Jimmy Jiao , Xiaoming Xue , Zhongzheng Wang

Evolutionary algorithms (EAs) are increasingly implemented on graphics processing units (GPUs) to leverage parallel processing capabilities for enhanced efficiency. However, existing studies largely emphasize the raw speedup obtained by…

Neural and Evolutionary Computing · Computer Science 2026-01-28 Xinmeng Yu , Tao Jiang , Ran Cheng , Yaochu Jin , Kay Chen Tan

Parallel evolutionary algorithms (PEAs) have been studied for reducing the execution time of evolutionary algorithms by utilizing parallel computing. An asynchronous PEA (APEA) is a scheme of PEAs that increases computational efficiency by…

Neural and Evolutionary Computing · Computer Science 2026-01-21 Tomohiro Harada

Simulation-based optimization is a useful method for practical design problems. However, it is difficult for complicated problems due to expensive-computational costs. A popular way to overcome this issue is to use a surrogate model to save…

Signal Processing · Electrical Eng. & Systems 2019-12-11 Yu Li , Hu Wang , Ziming Wen , Xin Wang

We consider a type of constrained optimization problem, where the violation of a constraint leads to an irrevocable loss, such as breakage of a valuable experimental resource/platform or loss of human life. Such problems are referred to as…

Neural and Evolutionary Computing · Computer Science 2022-05-10 Youngmin Kim , Richard Allmendinger , Manuel López-Ibáñez

Large Language Models (LLMs) have achieved significant progress across various fields and have exhibited strong potential in evolutionary computation, such as generating new solutions and automating algorithm design. Surrogate-assisted…

Neural and Evolutionary Computing · Computer Science 2024-06-18 Hao Hao , Xiaoqun Zhang , Aimin Zhou

Choosing the right system architecture for the problem at hand is challenging due to the large design space and high uncertainty in the early stage of the design process. Formulating the architecting process as an optimization problem may…

Optimization and Control · Mathematics 2025-02-10 Jasper H. Bussemaker , Paul Saves , Nathalie Bartoli , Thierry Lefebvre , Rémi Lafage

Chemical plant design and optimisation have proven challenging due to the complexity of these real-world systems. The resulting complexity translates into high computational costs for these systems' mathematical formulations and simulation…

Neural and Evolutionary Computing · Computer Science 2022-04-28 Liezl Stander , Matthew Woolway , Terence L. Van Zyl

It is not uncommon that meta-heuristic algorithms contain some intrinsic parameters, the optimal configuration of which is crucial for achieving their peak performance. However, evaluating the effectiveness of a configuration is expensive,…

Neural and Evolutionary Computing · Computer Science 2019-02-01 Ke Li , Zilin Xiang , Kay Chen Tan

Achieving better exploitation and exploration capabilities (EEC) have always been an important yet challenging issue in the design of evolutionary optimization algorithm (EOA). The difficulties lie in obtaining a good balance in EEC, which…

Neural and Evolutionary Computing · Computer Science 2020-05-15 Sheng Xin Zhang , Wing Shing Chan , Zi Kang Peng , Shao Yong Zheng , Kit Sang Tang