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The deep learning revolution has greatly been accelerated by the 'hardware lottery': Recent advances in modern hardware accelerators and compilers paved the way for large-scale batch gradient optimization. Evolutionary optimization, on the…

Neural and Evolutionary Computing · Computer Science 2022-12-09 Robert Tjarko Lange

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

Energy demand has increased considerably with the growth of world population, increasing the interest in the hydrocarbon reservoir management problem. Companies are concerned with maximizing oil recovery while minimizing capital investment…

Optimization and Control · Mathematics 2015-04-28 Grazieli L. C. Carosio , Thomas D. Humphries , Ronald D. Haynes , Colin G. Farquharson

The family of Expectation-Maximization (EM) algorithms provides a general approach to fitting flexible models for large and complex data. The expectation (E) step of EM-type algorithms is time-consuming in massive data applications because…

Computation · Statistics 2018-06-21 Sanvesh Srivastava , Glen DePalma , Chuanhai Liu

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

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

Evolutionary algorithms have been frequently applied to constrained continuous optimisation problems. We carry out feature based comparisons of different types of evolutionary algorithms such as evolution strategies, differential evolution…

Artificial Intelligence · Computer Science 2015-09-24 Shayan Poursoltan , Frank Neumann

This paper deals with the distributed processing in the search for an optimum classification model using evolutionary product unit neural networks. For this distributed search we used a cluster of computers. Our objective is to obtain a…

Neural and Evolutionary Computing · Computer Science 2012-05-16 A. J. Tallón-Ballesteros , P. A. Gutiérrez-Peña , C. Hervás-Martínez

The class of algorithms called Hessian Estimation Evolution Strategies (HE-ESs) update the covariance matrix of their sampling distribution by directly estimating the curvature of the objective function. The approach is practically…

Optimization and Control · Mathematics 2021-06-16 Tobias Glasmachers , Oswin Krause

Urban land-use allocation represents a complex multi-objective optimization problem critical for sustainable urban development policy. This paper presents novel computational intelligence approaches for optimizing land-use allocation in…

Artificial Intelligence · Computer Science 2025-08-26 Sabab Aosaf , Muhammad Ali Nayeem , Afsana Haque , M Sohel Rahman

Evolutionary algorithms (EA) have been widely accepted as efficient solvers for complex real world optimization problems, including engineering optimization. However, real world optimization problems often involve uncertain environment…

Neural and Evolutionary Computing · Computer Science 2016-11-17 Maumita Bhattacharya , R. Islam , A. Mahmood

This paper aims at proposing a procedure to derive distributed algorithms for distributed consensus-based optimization by using distributed algorithms for network resource allocation and vice versa over switching networks with/without…

Optimization and Control · Mathematics 2022-08-04 Seyyed Shaho Alaviani , Atul Gajanan Kelkar , Umesh Vaidya

Optimization of problems with high computational power demands is a challenging task. A probabilistic approach to such optimization called Bayesian optimization lowers performance demands by solving mathematically simpler model of the…

Machine Learning · Computer Science 2021-01-27 Jakub Klus , Pavel Grunt , Martin Dobrovolný

Here we present an investigation into using nested sampling algorithms in cosmological likelihood analysis. We present a new nested sampling algorithm, ESNested, that uses Evolution Strategies for sample proposals. This quickly finds the…

Cosmology and Nongalactic Astrophysics · Physics 2011-01-28 M. Axiak , T. D. Kitching , J. I. van Hemert

Most decision tree induction algorithms are based on a greedy top-down recursive partitioning strategy for tree growth. In this paper, we propose several methods for induction of decision trees and their ensembles based on evolutionary…

Neural and Evolutionary Computing · Computer Science 2020-02-04 Evgeny Dolotov , Nikolai Zolotykh

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a…

Machine Learning · Computer Science 2022-01-07 Adrien Bolland , Ioannis Boukas , Mathias Berger , Damien Ernst

Differential evolution is one of the most prestigious population-based stochastic optimization algorithm for black-box problems. The performance of a differential evolution algorithm depends highly on its mutation and crossover strategy and…

Neural and Evolutionary Computing · Computer Science 2021-02-09 Jianyong Sun , Xin Liu , Thomas Bäck , Zongben Xu

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 consider distributed optimization methods for problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We leverage randomized sketches for reducing the problem dimensions as well as…

Optimization and Control · Mathematics 2022-03-21 Burak Bartan , Mert Pilanci