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Multi-objective optimization is central to many engineering and machine learning applications, where multiple objectives must be optimized in balance. While multi-gradient based optimization methods combine these objectives in each step,…

Optimization and Control · Mathematics 2026-05-13 Trang H. Tran , Luis Nunes Vicente

Multiobjective combinatorial optimization deals with problems considering more than one viewpoint or scenario. The problem of aggregating multiple criteria to obtain a globalizing objective function is of special interest when the number of…

Optimization and Control · Mathematics 2013-06-07 Elena Fernández , Miguel A. Pozo , Justo Puerto

Schemata theory, Markov chains, and statistical mechanics have been used to explain how evolutionary algorithms (EAs) work. Incremental success has been achieved with all of these methods, but each has been stymied by limitations related to…

Neural and Evolutionary Computing · Computer Science 2012-06-29 Andrew Clark

Multiobjective design optimization problems require multiobjective optimization techniques to solve, and it is often very challenging to obtain high-quality Pareto fronts accurately. In this paper, the recently developed flower pollination…

Optimization and Control · Mathematics 2014-08-25 Xin-She Yang , M. Karamanoglu , X. S. He

Constrained submodular optimization problems play a key role in the area of combinatorial optimization as they capture many NP-hard optimization problems. So far, Pareto optimization approaches using multi-objective formulations have been…

Neural and Evolutionary Computing · Computer Science 2024-06-21 Frank Neumann , Günter Rudolph

Obtaining reliable estimates of conditional covariance matrices is an important task of heteroskedastic multivariate time series. In portfolio optimization and financial risk management, it is crucial to provide measures of uncertainty and…

Methodology · Statistics 2022-09-19 Davide Ravagli , Georgi N. Boshnakov

In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…

Methodology · Statistics 2008-02-04 K. Triantafyllopoulos

In last decades optimization and control of complex systems that possessed various conflicted objectives simultaneously attracted an incremental interest of scientists. This is because of the vast applications of these systems in various…

Neural and Evolutionary Computing · Computer Science 2013-12-17 Ahmad Mozaffari , Alireza Fathi

Multi- or many-objective evolutionary algorithm- s(MOEAs), especially the decomposition-based MOEAs have been widely concerned in recent years. The decomposition-based MOEAs emphasize convergence and diversity in a simple model and have…

Neural and Evolutionary Computing · Computer Science 2018-03-19 Yingyu Zhang , Bing Zeng , Yuanzhen Li , Junqing Li

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

Knowledge transfer-based evolutionary optimization has garnered significant attention, such as in multi-task evolutionary optimization (MTEO), which aims to solve complex problems by simultaneously optimizing multiple tasks. While this…

Neural and Evolutionary Computing · Computer Science 2025-10-10 Jie Zhao , Kang Hao Cheong , Yaochu Jin

This paper investigates the potential of Bayesian optimization (BO) to optimize the atr multiplier and atr period -the parameters of the Supertrend indicator for maximizing trading profits across diverse stock datasets. By employing BO, the…

Trading and Market Microstructure · Quantitative Finance 2024-05-24 Abdul Rahman

Rapid development of evolutionary algorithms in handling many-objective optimization problems requires viable methods of visualizing a high-dimensional solution set. Parallel coordinates which scale well to high-dimensional data are such a…

Neural and Evolutionary Computing · Computer Science 2017-05-02 Miqing Li , Liangli Zhen , Xin Yao

In spite of the recent quick growth of the Evolutionary Multi-objective Optimization (EMO) research field, there has been few trials to adapt the general variation operators to the particular context of the quest for the Pareto-optimal set.…

Artificial Intelligence · Computer Science 2025-10-20 Olga Roudenko , Marc Schoenauer

Evolutionary algorithms (EAs) have emerged as a predominant approach for addressing multi-objective optimization problems. However, the theoretical foundation of multi-objective EAs (MOEAs), particularly the fundamental aspects like running…

Neural and Evolutionary Computing · Computer Science 2024-09-17 Shengjie Ren , Chao Bian , Miqing Li , Chao Qian

This paper presents a simple method for a posteriori (historical) multi-variate multi-stage optimal trading under transaction costs and a diversification constraint. Starting from a given amount of money in some currency, we analyze the…

Portfolio Management · Quantitative Finance 2018-08-03 Mogens Graf Plessen , Alberto Bemporad

Multi-task learning (MTL), which aims to improve performance by learning multiple tasks simultaneously, inherently presents an optimization challenge due to multiple objectives. Hence, multi-objective optimization (MOO) approaches have been…

Artificial Intelligence · Computer Science 2021-10-08 Simyung Chang , KiYoon Yoo , Jiho Jang , Nojun Kwak

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

An integrated optimization method based on the constrained multi-objective evolutionary algorithm (MOEA) and non-intrusive polynomial chaos expansion (PCE) is proposed, which solves robust multi-objective optimization problems under…

Neural and Evolutionary Computing · Computer Science 2022-09-29 Yuji Takubo , Masahiro Kanazaki

Demand response for residential users is essential to the realization of modern smart grids. This paper proposes a multiobjective approach to designing a demand response program that considers the energy costs of residential users and the…

Systems and Control · Electrical Eng. & Systems 2026-01-15 Wei-Yu Chiu , Jui-Ting Hsieh , Chia-Ming Chen