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Bilevel optimization problems comprise an upper level optimization task that contains a lower level optimization task as a constraint. While there is a significant and growing literature devoted to solving bilevel problems with single…

Neural and Evolutionary Computing · Computer Science 2024-09-06 Bing Wang , Hemant K. Singh , Tapabrata Ray

Dynamic optimization problems (DOPs) are challenging due to their changing conditions. This requires algorithms to be highly adaptable and efficient in terms of finding rapidly new optimal solutions under changing conditions. Traditional…

Neural and Evolutionary Computing · Computer Science 2025-05-20 Federico Signorelli , Anil Yaman

Heuristic algorithms have shown a good ability to solve a variety of optimization problems. Stockpile blending problem as an important component of the mine scheduling problem is an optimization problem with continuous search space…

Neural and Evolutionary Computing · Computer Science 2021-02-11 Yue Xie , Aneta Neumann , Frank Neumann

Bayesian Optimization critically depends on the choice of acquisition function, but no single strategy is universally optimal; the best choice is non-stationary and problem-dependent. Existing adaptive portfolio methods often base their…

Machine Learning · Computer Science 2026-02-10 Giang Ngo , Dat Phan Trong , Dang Nguyen , Sunil Gupta , Svetha Venkatesh

Diabetes Mellitus is a major health problem all over the world. Many classification algorithms have been applied for its diagnoses and treatment. In this paper, a hybrid algorithm of Modified-Particle Swarm Optimization and Least Squares-…

Computational Engineering, Finance, and Science · Computer Science 2014-05-06 Omar S. Soliman , Eman AboElhamd

In modern society, the trading methods and strategies used in financial market have gradually changed from traditional on-site trading to electronic remote trading, and even online automatic trading performed by a pre-programmed computer…

Trading and Market Microstructure · Quantitative Finance 2022-11-24 Wei-Chang Yeh , Yu-Hsin Hsieh , Chia-Ling Huang

Particle swarm optimization (PSO) is attracting an ever-growing attention and more than ever it has found many application areas for many challenging optimization problems. It is, however, a known fact that PSO has a severe drawback in the…

Systems and Control · Electrical Eng. & Systems 2022-04-27 Bertrand Ngansop , Stefan Götz , Martin Eckl

Transport processes are universal in real-world complex networks, such as communication and transportation networks. As the increase of the traffic in these complex networks, problems like traffic congestion and transport delay are becoming…

Networking and Internet Architecture · Computer Science 2024-10-30 Jiexin Wu , Cunlai Pu , Shuxin Ding , Guo Cao , Panos M. Pardalos

Hybrid optimization algorithms have gained popularity as it has become apparent there cannot be a universal optimization strategy which is globally more beneficial than any other. Despite their popularity, hybridization frameworks require…

Neural and Evolutionary Computing · Computer Science 2013-03-15 Hassan A. Bashir , Richard S. Neville

PSO is a widely recognized optimization algorithm inspired by social swarm. In this brief we present a heterogeneous strategy particle swarm optimization (HSPSO), in which a proportion of particles adopt a fully informed strategy to enhance…

Neural and Evolutionary Computing · Computer Science 2016-08-02 Wen-Bo Du , Wen Ying , Gang Yan , Yan-Bo Zhu , Xian-Bin Cao

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

This paper discusses a new variant of the Henry Gas Solubility Optimization (HGSO) Algorithm, called Hybrid HGSO (HHGSO). Unlike its predecessor, HHGSO allows multiple clusters serving different individual meta-heuristic algorithms (i.e.,…

Artificial Intelligence · Computer Science 2021-06-01 Kamal Z. Zamli , Md. Abdul Kader , Saiful Azad , Bestoun S. Ahmed

This paper introduces a novel agent-based approach for enhancing existing portfolio strategies using Proximal Policy Optimization (PPO). Rather than focusing solely on traditional portfolio construction, our approach aims to improve an…

Portfolio Management · Quantitative Finance 2025-02-06 Daniil Karzanov , Rubén Garzón , Mikhail Terekhov , Caglar Gulcehre , Thomas Raffinot , Marcin Detyniecki

Constrained multi-objective optimization problems (CMOPs) frequently arise in real-world applications where multiple conflicting objectives must be optimized under complex constraints. Existing dual-population two-stage algorithms have…

Neural and Evolutionary Computing · Computer Science 2025-10-27 Zhen-Song Chen , Hong-Wei Ding , Xian-Jia Wang , Witold Pedrycz

In this work, the Particle Swarm Optimization (PSO) algorithm has been used to train various Variational Quantum Circuits (VQCs). This approach is motivated by the fact that commonly used gradient-based optimization methods can suffer from…

Quantum Physics · Physics 2025-09-22 Marco Mordacci , Michele Amoretti

In this paper, we consider multi-objective optimization problems with a sparsity constraint on the vector of variables. For this class of problems, inspired by the homonymous necessary optimality condition for sparse single-objective…

Optimization and Control · Mathematics 2024-03-07 Matteo Lapucci , Pierluigi Mansueto

In management, business, economics, science, engineering, and research domains, Large Scale Global Optimization (LSGO) plays a predominant and vital role. Though LSGO is applied in many of the application domains, it is a very troublesome…

Neural and Evolutionary Computing · Computer Science 2019-10-10 Gutha Jaya Krishna , Vadlamani Ravi

Informationization is a prevailing trend in today's world. The increasing demand for information in decision-making processes poses significant challenges for investigation activities, particularly in terms of effectively allocating limited…

Neural and Evolutionary Computing · Computer Science 2023-10-23 Qian Huang , Weiwen Qian , Chang Li , Xuan Ding

We adopt deep learning models to directly optimise the portfolio Sharpe ratio. The framework we present circumvents the requirements for forecasting expected returns and allows us to directly optimise portfolio weights by updating model…

Portfolio Management · Quantitative Finance 2021-01-26 Zihao Zhang , Stefan Zohren , Stephen Roberts

Feature selection is the process of identifying statistically most relevant features to improve the predictive capabilities of the classifiers. To find the best features subsets, the population based approaches like Particle Swarm…

Neural and Evolutionary Computing · Computer Science 2018-06-28 Naresh Mallenahalli , T. Hitendra Sarma
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