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This study modifies the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm for multi-modal optimization problems. The enhancements focus on addressing the challenges of multiple global minima, improving the algorithm's…

Neural and Evolutionary Computing · Computer Science 2024-07-02 Wathsala Karunarathne , Indu Bala , Dikshit Chauhan , Matthew Roughan , Lewis Mitchell

Following the introduction of Adam, several novel adaptive optimizers for deep learning have been proposed. These optimizers typically excel in some tasks but may not outperform Adam uniformly across all tasks. In this work, we introduce…

Machine Learning · Computer Science 2024-06-18 Kaan Ozkara , Can Karakus , Parameswaran Raman , Mingyi Hong , Shoham Sabach , Branislav Kveton , Volkan Cevher

Creating diverse sets of high quality solutions has become an important problem in recent years. Previous works on diverse solutions problems consider solutions' objective quality and diversity where one is regarded as the optimization goal…

Neural and Evolutionary Computing · Computer Science 2024-01-17 Anh Viet Do , Mingyu Guo , Aneta Neumann , Frank Neumann

A class of metaheuristic techniques called estimation-of-distribution algorithms (EDAs) are employed in optimization as more sophisticated substitutes for traditional strategies like evolutionary algorithms. EDAs generally drive the search…

Neural and Evolutionary Computing · Computer Science 2024-04-18 Sumit Adak , Carsten Witt

Despite the rapid development of computational hardware, the treatment of large and high dimensional data sets is still a challenging problem. This paper provides a twofold contribution to the topic. First, we propose a Gaussian Mixture…

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…

Optimization and Control · Mathematics 2023-08-07 Abhishek Roy , Geelon So , Yi-An Ma

Many important problems in science and engineering require solving the so-called parametric partial differential equations (PDEs), i.e., PDEs with different physical parameters, boundary conditions, shapes of computation domains, etc.…

Machine Learning · Computer Science 2022-11-22 Xiang Huang , Zhanhong Ye , Hongsheng Liu , Beiji Shi , Zidong Wang , Kang Yang , Yang Li , Bingya Weng , Min Wang , Haotian Chu , Fan Yu , Bei Hua , Lei Chen , Bin Dong

Complex single-objective bounded problems are often difficult to solve. In evolutionary computation methods, since the proposal of differential evolution algorithm in 1997, it has been widely studied and developed due to its simplicity and…

Neural and Evolutionary Computing · Computer Science 2024-04-26 Sichen Tao , Ruihan Zhao , Kaiyu Wang , Shangce Gao

We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite…

Machine Learning · Computer Science 2022-06-14 David H. Brookes , Akosua Busia , Clara Fannjiang , Kevin Murphy , Jennifer Listgarten

Despite the increasing prevalence of vector observations, computation of optimal experimental design for multi-response models has received limited attention. To address this problem within the framework of approximate designs, we introduce…

Computation · Statistics 2026-02-13 Pál Somogyi , Samuel Rosa , Radoslav Harman

Multiobjective optimization (MOO) is prevalent in numerous applications, in which a Pareto front (PF) is constructed to display optima under various preferences. Previous methods commonly utilize the set of Pareto objectives (particles on…

Machine Learning · Computer Science 2024-02-16 Xiaoyuan Zhang , Xi Lin , Yichi Zhang , Yifan Chen , Qingfu Zhang

We propose a slightly revised Miller-Hagberg (MH) algorithm that efficiently generates a random network from a given expected degree sequence. The revision was to replace the approximated edge probability between a pair of nodes with a…

Discrete Mathematics · Computer Science 2017-11-21 Hiroki Sayama

New contributions in the field of iterative optimisation heuristics are often made in an iterative manner. Novel algorithmic ideas are not proposed in isolation, but usually as an extension of a preexisting algorithm. Although these…

Neural and Evolutionary Computing · Computer Science 2023-04-20 Diederick Vermetten , Fabio Caraffini , Anna V. Kononova , Thomas Bäck

This paper studies a class of multi-robot coordination problems where a team of robots aim to reach their goal regions with minimum time and avoid collisions with obstacles and other robots. A novel numerical algorithm is proposed to…

Optimization and Control · Mathematics 2020-09-02 Guoxiang Zhao , Minghui Zhu

Among many evolutionary algorithms, differential evolution (DE) has received much attention over the last two decades. DE is a simple yet powerful evolutionary algorithm that has been used successfully to optimize various real-world…

Neural and Evolutionary Computing · Computer Science 2020-05-27 Tae Jong Choi , Julian Togelius , Yun-Gyung Cheong

The infeasible parts of the objective space in difficult many-objective optimization problems cause trouble for evolutionary algorithms. This paper proposes a reference vector based algorithm which uses two interacting engines to adapt the…

Neural and Evolutionary Computing · Computer Science 2019-04-15 Mingde Zhao , Hongwei Ge , Kai Zhang , Yaqing Hou

This paper proposes a push and pull search method in the framework of differential evolution (PPS-DE) to solve constrained single-objective optimization problems (CSOPs). More specifically, two sub-populations, including the top and bottom…

Neural and Evolutionary Computing · Computer Science 2018-12-18 Zhun Fan , Wenji Li , Zhaojun Wang , Yutong Yuan , Fuzan Sun , Zhi Yang , Jie Ruan , Zhaocheng Li , Erik Goodman

Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very…

Computation · Statistics 2016-08-10 Sharon X Lee , Kaleb L Leemaqz , Geoffrey J McLachlan

Portfolio optimisation is a multi-objective optimisation problem (MOP), where an investor aims to optimise the conflicting criteria of maximising a portfolio's expected return whilst minimising its risk and other costs. However, selecting a…

Computational Engineering, Finance, and Science · Computer Science 2021-07-06 Terence van Zyl , Matthew Woolway , Andrew Paskaramoorthy

This paper introduces the distributed Halpern Peaceman--Rachford (dHPR) method, an efficient algorithm for solving distributed convex composite optimization problems with non-smooth objectives, which achieves a non-ergodic $O(1/k)$…

Optimization and Control · Mathematics 2025-11-14 Zhangcheng Feng , Defeng Sun , Yancheng Yuan , Guojun Zhang