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In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

Optimization and Control · Mathematics 2023-10-05 Zifan Wang , Changxin Liu , Thomas Parisini , Michael M. Zavlanos , Karl H. Johansson

The chance constrained travelling thief problem (chance constrained TTP) has been introduced as a stochastic variation of the classical travelling thief problem (TTP) in an attempt to embody the effect of uncertainty in the problem…

Neural and Evolutionary Computing · Computer Science 2025-05-02 Thilina Pathirage Don , Aneta Neumann , Frank Neumann

Evolutionary algorithms have been widely applied for solving dynamic constrained optimization problems (DCOPs) as a common area of research in evolutionary optimization. Current benchmarks proposed for testing these problems in the…

Neural and Evolutionary Computing · Computer Science 2019-07-10 Maryam Hasani-Shoreh , María-Yaneli Ameca-Alducin , Wilson Blaikie , Frank Neumann , Marc Schoenauer

Optimisation problems are ubiquitous in particle and astrophysics, and involve locating the optimum of a complicated function of many parameters that may be computationally expensive to evaluate. We describe a number of global optimisation…

The evolution of specialization in a multi-agent system is studied both by computer simulation and Markov process model. Many individual agents search for and exploit resources to get global optimization in an environment without complete…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Zengru Di , Jiawei Chen , Yougui Wang , Zhangang Han

Modern artificial intelligence relies on networks of agents that collect data, process information, and exchange it with neighbors to collaboratively solve optimization and learning problems. This article introduces a novel distributed…

Optimization and Control · Mathematics 2026-01-15 Diego Deplano , Nicola Bastianello , Mauro Franceschelli , Karl H. Johansson

We propose a general-purpose method for finding high-quality solutions to hard optimization problems, inspired by self-organizing processes often found in nature. The method, called Extremal Optimization, successively eliminates extremely…

Statistical Mechanics · Physics 2018-07-06 S. Boettcher , A. Percus

The number of multi-robot systems deployed in field applications has increased dramatically over the years. Despite the recent advancement of navigation algorithms, autonomous robots often encounter challenging situations where the control…

Robotics · Computer Science 2022-05-05 Tianchen Ji , Roy Dong , Katherine Driggs-Campbell

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

A model among many may only be best under certain states of the world. Switching from a model to another can also be costly. Finding a procedure to dynamically choose a model in these circumstances requires to solve a complex estimation…

Machine Learning · Computer Science 2023-10-10 Francesco Cordoni , Alessio Sancetta

Dynamic optimization, for which the objective functions change over time, has attracted intensive investigations due to the inherent uncertainty associated with many real-world problems. For its robustness with respect to noise,…

Neural and Evolutionary Computing · Computer Science 2019-12-10 Xiaofen Lu , Ke Tang , Stefan Menzel , Xin Yao

Real-world experiments involve batched & delayed feedback, non-stationarity, multiple objectives & constraints, and (often some) personalization. Tailoring adaptive methods to address these challenges on a per-problem basis is infeasible,…

Machine Learning · Computer Science 2024-11-11 Ethan Che , Daniel R. Jiang , Hongseok Namkoong , Jimmy Wang

In nearly every discipline, scientific computations are limited by the cost and speed of computation. For example, the best-known exact algorithms for the canonical Traveling Salesman Problem would take centuries to run on an instance of…

Data Structures and Algorithms · Computer Science 2026-05-04 Jeffery Li , Jayson Lynch , Liva Olina , Cecilia Chen , Andrew Lucas , Neil Thompson

The Traveling Thief Problem is an NP-hard combination of the well known traveling salesman and knapsack packing problems. In this paper, we use symbolic regression to learn useful features of near-optimal packing plans, which we then use to…

Neural and Evolutionary Computing · Computer Science 2024-04-22 Andrew Ni , Lee Spector

We introduce the class of multistage stochastic optimization problems with a random number of stages. For such problems, we show how to write dynamic programming equations and detail the Stochastic Dual Dynamic Programming algorithm to…

Optimization and Control · Mathematics 2019-07-18 Vincent Guigues

In a noncooperative dynamic game, multiple agents operating in a changing environment aim to optimize their utilities over an infinite time horizon. Time-varying environments allow to model more realistic scenarios (e.g., mobile devices…

Systems and Control · Computer Science 2015-12-29 Santiago Zazo , Sergio Valcarcel Macua , Matilde Sánchez-Fernández , Javier Zazo

Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…

Systems and Control · Electrical Eng. & Systems 2025-08-20 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

Optimization is instrumental for improving operations of large-scale socio-technical infrastructures of Smart Cities, for instance, energy and traffic systems. In particular, understanding the performance of multi-agent discrete-choice…

Multiagent Systems · Computer Science 2025-06-06 Amal Aldawsari , Evangelos Pournaras

Optimization is an integral part of modern deep learning. Recently, the concept of learned optimizers has emerged as a way to accelerate this optimization process by replacing traditional, hand-crafted algorithms with meta-learned…

Machine Learning · Computer Science 2023-12-13 Jan Sobotka , Petr Šimánek , Daniel Vašata

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang