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In this paper we present an evolutionary optimization approach to solve the risk parity portfolio selection problem. While there exist convex optimization approaches to solve this problem when long-only portfolios are considered, the…

Portfolio Management · Quantitative Finance 2015-04-14 Ronald Hochreiter

We develop a novel iterative algorithm for locally optimal experimental design under constraints, like budget or performance constraints. It is an adaptive discretization algorithm. In every iteration, a discretized version of the…

Optimization and Control · Mathematics 2026-04-21 Jochen Schmid , Philipp Seufert , Jan Schwientek , Tobias Seidel , Karl-Heinz Küfer

Gene expression programming is an evolutionary optimization algorithm with the potential to generate interpretable and easily implementable equations for regression problems. Despite knowledge gained from previous optimizations being…

Neural and Evolutionary Computing · Computer Science 2025-02-05 Maximilian Reissmann , Yuan Fang , Andrew S. H. Ooi , Richard D. Sandberg

We present a novel efficient theoretical and numerical framework for solving global non-convex polynomial optimization problems. We analytically demonstrate that such problems can be efficiently reformulated using a non-linear objective…

Optimization and Control · Mathematics 2024-05-17 Pierre-David Letourneau , Dalton Jones , Matthew Morse , M. Harper Langston

This paper discusses various types of constraints, difficulties and solutions to overcome the challenges regarding university course allocation problem. A hybrid evolutionary algorithm has been defined combining Local Repair Algorithm and…

Neural and Evolutionary Computing · Computer Science 2023-07-25 Dibyo Fabian Dofadar , Riyo Hayat Khan , Shafqat Hasan , Towshik Anam Taj , Arif Shakil , Mahbub Majumdar

In recent decades, cold atom experiments have become increasingly complex. While computers control most parameters, optimization is mostly done manually. This is a time-consuming task for a high-dimensional parameter space with unknown…

Quantum Physics · Physics 2013-09-03 I. Geisel , K. Cordes , J. Mahnke , S. Jöllenbeck , J. Ostermann , J. Arlt , W. Ertmer , C. Klempt

We consider the bound-constrained global optimization of functions with low effective dimensionality, that are constant along an (unknown) linear subspace and only vary over the effective (complement) subspace. We aim to implicitly explore…

Optimization and Control · Mathematics 2020-09-23 Coralia Cartis , Estelle Massart , Adilet Otemissov

A recently introduced general-purpose heuristic for finding high-quality solutions for many hard optimization problems is reviewed. The method is inspired by recent progress in understanding far-from-equilibrium phenomena in terms of {\em…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Stefan Boettcher , Allon G. Percus

Evolutionary algorithms have been widely used for a range of stochastic optimization problems in order to address complex real-world optimization problems. We consider the knapsack problem where the profits involve uncertainties. Such a…

Neural and Evolutionary Computing · Computer Science 2022-04-13 Aneta Neumann , Yue Xie , Frank Neumann

One of the challenges in optimization of high dimensional problems is finding appropriate solutions in a way that are as close as possible to the global optima. In this regard, one of the most common phenomena that occurs is the curse of…

Optimization and Control · Mathematics 2021-12-22 Somayeh Seifi Shalamzari , Mojtaba Banifakhr

Binary matrix optimization commonly arise in the real world, e.g., multi-microgrid network structure design problem (MGNSDP), which is to minimize the total length of the power supply line under certain constraints. Finding the global…

Neural and Evolutionary Computing · Computer Science 2023-11-27 Wenhua Li , Shengjun Huang , Tao Zhang , Rui Wang , Ling Wang

Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…

Optimization and Control · Mathematics 2015-08-21 Yangyang Xu , Wotao Yin

In recent years, there is a growing need to train machine learning models on a huge volume of data. Designing efficient distributed optimization algorithms for empirical risk minimization (ERM) has therefore become an active and challenging…

Optimization and Control · Mathematics 2019-11-19 Ching-pei Lee , Kai-Wei Chang

We discuss a new optimization strategy, which considerably improves the effectivity of evolutionary algorithms applied to a certain class of optimization problems. The basic principle is to solve first a simpler related problem, which is…

Disordered Systems and Neural Networks · Physics 2007-05-23 Volkhard Buchholtz , Thorsten Poeschel

In the field of global optimization, many existing algorithms face challenges posed by non-convex target functions and high computational complexity or unavailability of gradient information. These limitations, exacerbated by sensitivity to…

Optimization and Control · Mathematics 2023-10-16 Xinyu Zhang , Sujit Ghosh

Quantum algorithms have shown promise in solving Quadratic Unconstrained Binary Optimization (QUBO) problems, benefiting from their connection to the transverse field Ising model. Various Ising solvers, both classical and quantum, have…

Optimization and Control · Mathematics 2025-09-16 Zedong Peng , Daniel de Roux , David E. Bernal Neira

This paper presents the main characteristics of the evolutionary optimization code named EOS, Evolutionary Optimization at Sapienza, and its successful application to challenging, real-world space trajectory optimization problems. EOS is a…

Neural and Evolutionary Computing · Computer Science 2020-07-14 Lorenzo Federici , Boris Benedikter , Alessandro Zavoli

This paper investigates the use of evolutionary optimisation techniques to register a template with a scene image. An error function is created to measure the correspondence of the template to the image. The problem presented here is to…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Lukasz A Machowski , Tshilidzi Marwala

Imaginary-time evolution has been shown to be a promising framework for tackling combinatorial optimization problems on quantum hardware. In this work, we propose a classical quantum-inspired strategy for solving combinatorial optimization…

Quantum Physics · Physics 2025-12-05 Erik M. Åsgrim , Ahsan Javed Awan

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