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Portfolio optimisation is a multi-objective optimisation problem (MOP), where an investor aims to optimise the conflicting criteria of maximising a portfolio's expected return whilst minimising its risk and other costs. However, selecting a…

Computational Engineering, Finance, and Science · Computer Science 2021-07-06 Terence van Zyl , Matthew Woolway , Andrew Paskaramoorthy

As machine learning permeates more industries and models become more expensive and time consuming to train, the need for efficient automated hyperparameter optimization (HPO) has never been more pressing. Multi-step planning based…

Machine Learning · Computer Science 2022-11-18 Lucio M. Dery , Abram L. Friesen , Nando De Freitas , Marc'Aurelio Ranzato , Yutian Chen

Compound AI applications, which compose calls to ML models using a general-purpose programming language like Python, are widely used for a variety of user-facing tasks, from software engineering to enterprise automation, making their…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-19 Stephen Mell , David Mell , Konstantinos Kallas , Steve Zdancewic , Osbert Bastani

Multi-objective optimization problems whose objectives have different evaluation costs are commonly seen in the real world. Such problems are now known as multi-objective optimization problems with heterogeneous objectives (HE-MOPs). So…

Neural and Evolutionary Computing · Computer Science 2022-08-26 Xilu Wang , Yaochu Jin , Sebastian Schmitt , Markus Olhofer

Multi-Objective Evolutionary Algorithms (MOEAs) have proven effective at solving Multi-Objective Optimisation Problems (MOOPs). However, their performance can be significantly hindered when applied to computationally intensive industrial…

Neural and Evolutionary Computing · Computer Science 2026-01-30 Tiwonge Msulira Banda , Alexandru-Ciprian Zăvoianu

In scenarios where multiple decision-makers operate within a common decision space, each focusing on their own multi-objective optimization problem (e.g., bargaining games), the problem can be modeled as a multi-party multi-objective…

Neural and Evolutionary Computing · Computer Science 2025-11-04 Yuetong Sun , Peilan Xu , Wenjian Luo

To handle different types of Many-Objective Optimization Problems (MaOPs), Many-Objective Evolutionary Algorithms (MaOEAs) need to simultaneously maintain convergence and population diversity in the high-dimensional objective space. In…

Neural and Evolutionary Computing · Computer Science 2020-12-16 Peng Zhang , Jinlong Li , Tengfei Li , Huanhuan Chen

Parallel batch processing machines have extensive applications in the semiconductor manufacturing process. However, the problem models in previous studies regard parallel batch processing as a fixed processing stage in the machining…

Neural and Evolutionary Computing · Computer Science 2024-09-30 Feige Liu , Xin Li , Chao Lu , Wenying Gong

The time parallel solution of optimality systems arising in PDE constraint optimization could be achieved by simply applying any time parallel algorithm, such as Parareal, to solve the forward and backward evolution problems arising in the…

Analysis of PDEs · Mathematics 2020-07-27 Martin Gander , Félix Kwok , Julien Salomon

We present algorithmic results for the parallel assembly of many micro-scale objects in two and three dimensions from tiny particles, which has been proposed in the context of programmable matter and self-assembly for building high-yield…

Data Structures and Algorithms · Computer Science 2017-09-20 Aaron T. Becker , Sándor P. Fekete , Phillip Keldenich , Dominik Krupke , Christian Rieck , Christian Scheffer , Arne Schmidt

Many real-world applications require solving families of expensive multi-objective optimization problems~(EMOPs) under varying operational conditions. This can be formulated as parametric expensive multi-objective optimization problems…

Machine Learning · Computer Science 2026-05-11 Tingyang Wei , Jiao Liu , Abhishek Gupta , Chin Chun Ooi , Puay Siew Tan , Yew-Soon Ong

Scalability of evolutionary algorithms refers to assessing how their performance changes as problem size increases. In the area of multi-objective optimisation, research on the scalability of multi-objective evolutionary algorithms (MOEAs)…

Neural and Evolutionary Computing · Computer Science 2026-04-21 Menghao Tang , Zimin Liang , Miqing Li

Current inference systems for Mixture-of-Experts (MoE) models primarily employ static parallelization strategies. However, these static approaches cannot consistently achieve optimal performance across different inference scenarios, as they…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-28 Haoran Lin , Xianzhi Yu , Kang Zhao , Han Bao , Zongyuan Zhan , Ting Hu , Wulong Liu , Zekun Yin , Xin Li , Weiguo Liu

The portfolio optimization problem is a basic problem of financial analysis. In the study, an optimization model for constructing an options portfolio with a certain payoff function has been proposed. The model is formulated as an integer…

Pricing of Securities · Quantitative Finance 2017-07-10 Margarita E. Fatyanova , Mikhail E. Semenov

Multi-objective orienteering problems (MO-OPs) are classical multi-objective routing problems and have received a lot of attention in the past decades. This study seeks to solve MO-OPs through a problem-decomposition framework, that is, a…

Neural and Evolutionary Computing · Computer Science 2022-06-22 Wei Liu , Rui Wang , Tao Zhang , Kaiwen Li , Wenhua Li , Hisao Ishibuchi

A variety of optimization algorithms have been developed to solve engineering design problems in which the solution space is too large to manually determine the optimal solution. The Modular Optimization Framework (MOF) was developed to…

Neural and Evolutionary Computing · Computer Science 2022-04-04 Brian Andersen , Gregory Delipei , David Kropaczek , Jason Hou

Portfolio optimization is a financial task which requires the allocation of capital on a set of financial assets to achieve a better trade-off between return and risk. To solve this problem, recent studies applied multi-objective…

Neural and Evolutionary Computing · Computer Science 2020-03-17 Yifan He , Claus Aranha

In supply chain management, decision-making often involves balancing multiple conflicting objectives, such as cost reduction, service level improvement, and environmental sustainability. Traditional multi-objective optimization methods,…

Artificial Intelligence · Computer Science 2025-09-09 Niki Kotecha , Ehecatl Antonio del Rio Chanona

Machine-learning potentials (MLIPs) have been a breakthrough for computational physics in bringing the accuracy of quantum mechanics to atomistic modeling. To achieve near-quantum accuracy, it is necessary that neighborhoods contained in…

Computational Physics · Physics 2026-01-06 Max Hodapp , Guillaume Anciaux

Evolutionary algorithms (EAs) have been widely and successfully applied to solve multi-objective optimization problems, due to their nature of population-based search. Population update, a key component in multi-objective EAs (MOEAs), is…

Neural and Evolutionary Computing · Computer Science 2025-02-18 Chao Bian , Yawen Zhou , Miqing Li , Chao Qian