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The decomposition-based method has been recognized as a major approach for multi-objective optimization. It decomposes a multi-objective optimization problem into several single-objective optimization subproblems, each of which is usually…

Neural and Evolutionary Computing · Computer Science 2017-04-11 Mengyuan Wu , Ke Li , Sam Kwong , Qingfu Zhang

Problems defined on binary decision spaces have been intensively studied in the theory of multi-objective evolutionary algorithms (MOEAs). In contrast, no mathematical runtime analyses exist so far for MOEAs dealing with decision variables…

Neural and Evolutionary Computing · Computer Science 2026-05-15 Mingfeng Li , Zheng Cheng , Weijie Zheng , Benjamin Doerr

Choices in scientific research and management require balancing multiple, often competing objectives.Multiple-objective optimization (MOO) provides a unifying framework for solving multiple objective problems. Model selection is a critical…

Applications · Statistics 2018-10-26 Perry Williams , William Kendall , Mevin Hooten

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

In this paper, we proposed a multi-objective approach for the EEG Inverse Problem. This formulation does not need unknown parameters that involve empirical procedures. Due to the combinatorial characteristics of the problem, this…

Neural and Evolutionary Computing · Computer Science 2021-12-28 José Enrique Alvarez Iglesias , Mayrim Vega-Hernández , Eduardo Martínez-Montes

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

Designing a transcranial electrical stimulation (TES) strategy requires considering multiple objectives, such as intensity in the target area, focality, stimulation depth, and avoidance zone, which are often mutually exclusive. A…

Quantitative Methods · Quantitative Biology 2023-09-13 Mo Wang , Kexin Lou , Zeming Liu , Pengfei Wei , Quanying Liu

Software model optimization is a process that automatically generates design alternatives aimed at improving quantifiable non-functional properties of software systems, such as performance and reliability. Multi-objective evolutionary…

Software Engineering · Computer Science 2025-11-04 J. Andres Diaz-Pace , Daniele Di Pompeo , Michele Tucci

We present novel mathematical models for inventory management within a reverse logistics system. Technological advancements, sustainability initiatives, and evolving customer behaviours have significantly increased the demand for repaired…

Optimization and Control · Mathematics 2024-06-21 I. B. Wadhawan , M. M. Rizvi

Pair trading is a market-neutral quantitative trading strategy that exploits price anomalies between two correlated assets. By taking simultaneous long and short positions, it generates profits based on relative price movements, independent…

Computational Engineering, Finance, and Science · Computer Science 2024-12-18 Charles Barthelemy , Ruoyu Chen , Edward Lucyszyn

This work studies the behavior of three elitist multi- and many-objective evolutionary algorithms generating a high-resolution approximation of the Pareto optimal set. Several search-assessment indicators are defined to trace the dynamics…

Neural and Evolutionary Computing · Computer Science 2014-09-29 Hernan Aguirre , Arnaud Liefooghe , Sébastien Verel , Kiyoshi Tanaka

In today's global business market place, individual firms no longer compete as independent entities with unique brand names but as integral part of supply chain links. Key to success of any business is satisfying customer's demands on time…

Optimization and Control · Mathematics 2014-08-05 Nelson Christopher Dzupire , Yaw Nkansah-Gyekye

Many systems require optimisation over multiple objectives, where objectives are characteristics of the system such as energy consumed or increase in time to perform the work. Optimisation is performed by selecting the `best' set of input…

Performance · Computer Science 2019-10-08 Alexander J. M. Kell , Matthew Forshaw , A. Stephen McGough

Traditional multiobjective optimization problems (MOPs) are insufficiently equipped for scenarios involving multiple decision makers (DMs), which are prevalent in many practical applications. These scenarios are categorized as multiparty…

Neural and Evolutionary Computing · Computer Science 2026-03-31 Kesheng Chen , Wenjian Luo , Qi Zhou , Yujiang liu , Peilan Xu , Yuhui Shi

Multi-modal multi-objective optimization is to locate (almost) equivalent Pareto optimal solutions as many as possible. Some evolutionary algorithms for multi-modal multi-objective optimization have been proposed in the literature. However,…

Neural and Evolutionary Computing · Computer Science 2020-10-02 Ryoji Tanabe , Hisao Ishibuchi

We study a problem of optimal allocation in a discrete-time multi-period pure-exchange economy, where agents have preferences over stochastic endowment processes that are represented by strongly time-consistent dynamic risk measures. We…

Risk Management · Quantitative Finance 2026-03-23 Brandon Tam , Mario Ghossoub , Silvana M. Pesenti

Decomposition has been the mainstream approach in classic mathematical programming for multi-objective optimization and multi-criterion decision-making. However, it was not properly studied in the context of evolutionary multi-objective…

Neural and Evolutionary Computing · Computer Science 2024-10-23 Ke Li

The multiple knapsack problem (MKP) generalizes the classical knapsack problem by assigning items to multiple knapsacks subject to capacity constraints. It is used to model many real-world resource allocation and scheduling problems. In…

Neural and Evolutionary Computing · Computer Science 2026-04-14 Ishara Hewa Pathiranage , Aneta Neumann

This paper proposes non-dominated sorting genetic algorithm-II (NSGA-II ) in the context of technical indicator-based stock trading, by finding optimal combinations of technical indicators to generate buy and sell strategies such that the…

Neural and Evolutionary Computing · Computer Science 2022-01-26 P. Shanmukh Kali Prasad , Vadlamani Madhav , Ramanuj Lal , Vadlamani Ravi

Fundamental variables in financial market are not only price and return but a very important role is also played by trading volumes. Here we propose a new multivariate model that takes into account price returns, logarithmic variation of…

Statistical Finance · Quantitative Finance 2020-07-14 Guglielmo D'Amico , Filippo Petroni