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Multi-objective optimization (MOO) has received growing attention in applications that require learning under multiple criteria. However, the existing MOO formulations do not explicitly account for distributional shifts in the data. We…

Machine Learning · Computer Science 2026-05-08 Yufeng Yang , Fangning Zhuo , Ziyi Chen , Heng Huang , Yi Zhou

It is a known fact that the performance of optimization algorithms for NP-Hard problems vary from instance to instance. We observed the same trend when we comprehensively studied multi-objective evolutionary algorithms (MOEAs) on a six…

Artificial Intelligence · Computer Science 2017-08-11 Santosh Mungle

This paper gives a concise overview of evolutionary algorithms for multiobjective optimization. A substantial number of evolutionary computation methods for multiobjective problem solving has been proposed so far, and an attempt of unifying…

Combinatorics · Mathematics 2009-04-21 Arnaud Liefooghe , Laetitia Jourdan , El-Ghazali Talbi

Semantic diversity in Genetic Programming has proved to be highly beneficial in evolutionary search. We have witnessed a surge in the number of scientific works in the area, starting first in discrete spaces and moving then to continuous…

Neural and Evolutionary Computing · Computer Science 2021-04-15 Fergal Stapleton , Edgar Galván

In [1], we have explored the theoretical aspects of feature selection and evolutionary algorithms. In this chapter, we focus on optimization algorithms for enhancing data analytic process, i.e., we propose to explore applications of…

Machine Learning · Computer Science 2019-08-26 Farid Ghareh Mohammadi , M. Hadi Amini , Hamid R. Arabnia

The performance of multiobjective algorithms varies across problems, making it hard to develop new algorithms or apply existing ones to new problems. To simplify the development and application of new multiobjective algorithms, there has…

Neural and Evolutionary Computing · Computer Science 2022-07-08 Yuri Lavinas , Marcelo Ladeira , Gabriela Ochoa , Claus Aranha

Multi-Objective Optimization (MOO) techniques have become increasingly popular in recent years due to their potential for solving real-world problems in various fields, such as logistics, finance, environmental management, and engineering.…

Neural and Evolutionary Computing · Computer Science 2024-07-15 Noor A. Rashed , Yossra H. Ali , Tarik A. Rashid , A. Salih

Traditional approaches to portfolio optimization, often rooted in Modern Portfolio Theory and solved via quadratic programming or evolutionary algorithms, struggle with scalability or flexibility, especially in scenarios involving complex…

Computational Engineering, Finance, and Science · Computer Science 2025-07-23 Christian Oliva , Pedro R. Ventura , Luis F. Lago-Fernández

Computing diverse sets of high quality solutions for a given optimization problem has become an important topic in recent years. In this paper, we introduce a coevolutionary Pareto Diversity Optimization approach which builds on the success…

Neural and Evolutionary Computing · Computer Science 2022-04-13 Aneta Neumann , Denis Antipov , Frank Neumann

Evolutionary Multi-Objective Optimization Algorithms (EMOAs) are widely employed to tackle problems with multiple conflicting objectives. Recent research indicates that not all objectives are equally important to the decision-maker (DM). In…

Artificial Intelligence · Computer Science 2024-11-08 Seyed Mahdi Shavarani , Mahmoud Golabi , Richard Allmendinger , Lhassane Idoumghar

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

Estimation of distribution algorithms (EDA) as one of the EAs is a stochastic optimization problem which establishes a probability model to describe the distribution of solutions and randomly samples the probability model to create…

Neural and Evolutionary Computing · Computer Science 2020-03-17 Zhenyu Liang , Yunfan Li , Zhongwei Wan

Divide-and-conquer-based (DC-based) evolutionary algorithms (EAs) have achieved notable success in dealing with large-scale optimization problems (LSOPs). However, the appealing performance of this type of algorithms generally requires a…

Neural and Evolutionary Computing · Computer Science 2020-04-07 Zhigang Ren , Yongsheng Liang , Muyi Wang , Yang Yang , An Chen

One of the major distinguishing features of the dynamic multiobjective optimization problems (DMOPs) is the optimization objectives will change over time, thus tracking the varying Pareto-optimal front becomes a challenge. One of the…

Neural and Evolutionary Computing · Computer Science 2017-11-21 Min Jiang , Zhongqiang Huang , Liming Qiu , Wenzhen Huang , Gary G. Yen

The present survey provides the state-of-the-art of research, copiously devoted to Evolutionary Approach (EAs) for clustering exemplified with a diversity of evolutionary computations. The Survey provides a nomenclature that highlights some…

Neural and Evolutionary Computing · Computer Science 2013-12-10 Ramachandra Rao Kurada , Dr. K Karteeka Pavan , Dr. AV Dattareya Rao

Portfolio managers are typically constrained by turnover limits, minimum and maximum stock positions, cardinality, a target market capitalization and sometimes the need to hew to a style (such as growth or value). In addition, portfolio…

Portfolio Management · Quantitative Finance 2012-01-04 Andrew Clark , Jeff Kenyon

Evolutionary algorithms are particularly effective for optimisation problems with dynamic and stochastic components. We propose multi-objective evolutionary approaches for the knapsack problem with stochastic profits under static and…

Neural and Evolutionary Computing · Computer Science 2024-04-15 Kokila Kasuni Perera , Aneta Neumann

Technical indicators use graphic representations of data sets by applying various mathematical formulas to financial time series of prices. These formulas comprise a set of rules and parameters whose values are not necessarily known and…

Neural and Evolutionary Computing · Computer Science 2022-11-07 Francisco J. Soltero , Pablo Fernández-Blanco , J. Ignacio Hidalgo

In practical multi-criterion decision-making, it is cumbersome if a decision maker (DM) is asked to choose among a set of trade-off alternatives covering the whole Pareto-optimal front. This is a paradox in conventional evolutionary…

Neural and Evolutionary Computing · Computer Science 2022-04-07 Ke Li , Guiyu Lai , Xin Yao

Multi-objective evolutionary algorithms (MOEAs) have become essential tools for solving multi-objective optimization problems (MOPs), making their running time analysis crucial for assessing algorithmic efficiency and guiding practical…

Neural and Evolutionary Computing · Computer Science 2025-07-04 Han Huang , Tianyu Wang , Chaoda Peng , Tongli He , Zhifeng Hao