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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

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

Evolutionary algorithms (EAs) have emerged as a powerful framework for optimization, especially for black-box optimization. Existing evolutionary algorithms struggle to comprehend and effectively utilize task-specific information for…

Neural and Evolutionary Computing · Computer Science 2024-12-24 Kai Wu , Xiaobin Li , Penghui Liu , Jing Liu

In the past few decades, many multiobjective evolutionary optimization algorithms (MOEAs) have been proposed to find a finite set of approximate Pareto solutions for a given problem in a single run, each with its own structure. However, in…

Neural and Evolutionary Computing · Computer Science 2024-04-30 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Qingfu Zhang

As evolutionary algorithms (EAs) are general-purpose optimization algorithms, recent theoretical studies have tried to analyze their performance for solving general problem classes, with the goal of providing a general theoretical…

Neural and Evolutionary Computing · Computer Science 2022-11-29 Chao Qian

Evolution Strategies (ESs) have recently become popular for training deep neural networks, in particular on reinforcement learning tasks, a special form of controller design. Compared to classic problems in continuous direct search, deep…

Neural and Evolutionary Computing · Computer Science 2018-07-03 Nils Müller , Tobias Glasmachers

Chance-constrained problems involve stochastic components in the constraints which can be violated with a small probability. We investigate the impact of different types of chance constraints on the performance of iterative search…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Saba Sadeghi Ahouei , Jacob de Nobel , Aneta Neumann , Thomas Bäck , Frank Neumann

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

Recently, it has been proven that evolutionary algorithms produce good results for a wide range of combinatorial optimization problems. Some of the considered problems are tackled by evolutionary algorithms that use a representation which…

Neural and Evolutionary Computing · Computer Science 2013-01-18 Benjamin Doerr , Anton Eremeev , Frank Neumann , Madeleine Theile , Christian Thyssen

Known as two cornerstones of problem solving by search, exploitation and exploration are extensively discussed for implementation and application of evolutionary algorithms (EAs). However, only a few researches focus on evaluation and…

Neural and Evolutionary Computing · Computer Science 2020-01-30 Yu Chen , Jun He

Developing classification algorithms that are fair with respect to sensitive attributes of the data has become an important problem due to the growing deployment of classification algorithms in various social contexts. Several recent works…

Machine Learning · Computer Science 2020-04-16 L. Elisa Celis , Lingxiao Huang , Vijay Keswani , Nisheeth K. Vishnoi

We have recently presented SAFE -- Solution And Fitness Evolution -- a commensalistic coevolutionary algorithm that maintains two coevolving populations: a population of candidate solutions and a population of candidate objective functions.…

Neural and Evolutionary Computing · Computer Science 2022-06-29 Moshe Sipper , Jason H. Moore , Ryan J. Urbanowicz

We consider function optimization as a sequential decision making problem under budget constraint. This constraint limits the number of objective function evaluations allowed during the optimization. We consider an algorithm inspired by a…

Machine Learning · Computer Science 2026-05-06 Philippe Preux , Rémi Munos , Michal Valko

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 evolutionary algorithms (MOEAs) 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…

Neural and Evolutionary Computing · Computer Science 2023-08-08 Yuri Lavinas , Marcelo Ladeira , Gabriela Ochoa , Claus Aranha

This paper addresses the problem of safe optimization under a single smooth constraint, a scenario that arises in diverse real-world applications such as robotics and autonomous navigation. The objective of safe optimization is to solve a…

Optimization and Control · Mathematics 2025-05-15 Ilnura Usmanova , Kfir Yehuda Levy

Applications abound in which optimization problems must be repeatedly solved, each time with new (but similar) data. Analytic optimization algorithms can be hand-designed to provably solve these problems in an iterative fashion. On one…

Optimization and Control · Mathematics 2022-09-28 Howard Heaton , Xiaohan Chen , Zhangyang Wang , Wotao Yin

Not all generate-and-test search algorithms are created equal. Bayesian Optimization (BO) invests a lot of computation time to generate the candidate solution that best balances the predicted value and the uncertainty given all previous…

Neural and Evolutionary Computing · Computer Science 2020-05-11 Gongjin Lan , Jakub M. Tomczak , Diederik M. Roijers , A. E. Eiben

Evolutionary Algorithms are naturally inspired approximation optimisation algorithms that usually interfere with science problems when common mathematical methods are unable to provide a good solution or finding the exact solution requires…

Artificial Intelligence · Computer Science 2021-02-03 Mohammed ElKomy

The applicability of reinforcement learning (RL) algorithms in real-world domains often requires adherence to safety constraints, a need difficult to address given the asymptotic nature of the classic RL optimization objective. In contrast…

Machine Learning · Computer Science 2021-04-15 Moritz A. Zanger , Karam Daaboul , J. Marius Zöllner
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