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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 present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…

Neural and Evolutionary Computing · Computer Science 2020-05-22 Xiaobiao Huang , Minghao Song , Zhe Zhang

The performance of evolutionary algorithms can be heavily undermined when constraints limit the feasible areas of the search space. For instance, while Covariance Matrix Adaptation Evolution Strategy is one of the most efficient algorithms…

Neural and Evolutionary Computing · Computer Science 2018-10-08 A. Maesani , G. Iacca , D. Floreano

This thesis investigates the use of problem-specific knowledge to enhance a genetic algorithm approach to multiple-choice optimisation problems.It shows that such information can significantly enhance performance, but that the choice of…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Uwe Aickelin

The recent advancements in small-size inference models facilitated AI deployment on the edge. However, the limited resource nature of edge devices poses new challenges especially for real-time applications. Deploying multiple inference…

Machine Learning · Computer Science 2024-03-03 Abdelkarim Ben Sada , Amar Khelloufi , Abdenacer Naouri , Huansheng Ning , Sahraoui Dhelim

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Optimization and Control · Mathematics 2022-04-18 Julien Pelamatti , Rodolphe Le Riche , Céline Helbert , Christophette Blanchet-Scalliet

The population-based optimization algorithms have provided promising results in feature selection problems. However, the main challenges are high time complexity. Moreover, the interaction between features is another big challenge in FS…

Neural and Evolutionary Computing · Computer Science 2021-10-26 Motahare Namakin , Modjtaba Rouhani , Mostafa Sabzekar

In stochastic combinatorial optimization, algorithms differ in their adaptivity: whether or not they query realized randomness and adapt to it. Dean et al. (FOCS '04) formalize the adaptivity gap, which compares the performance of fully…

Data Structures and Algorithms · Computer Science 2026-03-03 Zohar Barak , Inbal Talgam-Cohen

A hybrid evolutionary algorithm with importance sampling method is proposed for multi-dimensional optimization problems in this paper. In order to make use of the information provided in the search process, a set of visited solutions is…

Neural and Evolutionary Computing · Computer Science 2013-08-26 Guanghui Huang , Zhifeng Pan

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

Multi-objective evolutionary algorithms (MOEAs) are essential for solving complex optimization problems, such as the diet problem, where balancing conflicting objectives, like cost and nutritional content, is crucial. However, most MOEAs…

Neural and Evolutionary Computing · Computer Science 2026-01-05 Gustavo V. Nascimento , Ivan R. Meneghini , Valéria Santos , Eduardo Luz , Gladston Moreira

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

This paper presents a multi-objective version of the Cat Swarm Optimization Algorithm called the Grid-based Multi-objective Cat Swarm Optimization Algorithm (GMOCSO). Convergence and diversity preservation are the two main goals pursued by…

Neural and Evolutionary Computing · Computer Science 2025-02-28 Aram M. Ahmed , Bryar A. Hassan , Tarik A. Rashid , Kaniaw A. Noori , Soran Ab. M. Saeed , Omed H. Ahmed , Shahla U. Umar

Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement…

Machine Learning · Computer Science 2023-08-22 Sherif Abdelfattah , Kathryn Kasmarik , Jiankun Hu

Evolutionary algorithms are widely used to solve optimisation problems. However, challenges of transparency arise in both visualising the processes of an optimiser operating through a problem and understanding the problem features produced…

Neural and Evolutionary Computing · Computer Science 2020-06-23 Mathew Walter , David Walker , Matthew Craven

Evolutionary algorithms have been successful in solving multi-objective optimization problems (MOPs). However, as a class of population-based search methodology, evolutionary algorithms require a large number of evaluations of the objective…

Neural and Evolutionary Computing · Computer Science 2024-08-16 Xueming Yan , Yaochu Jin

We consider a bilevel continuous knapsack problem where the leader controls the capacity of the knapsack, while the follower chooses a feasible packing maximizing his own profit. The leader's aim is to optimize a linear objective function…

Data Structures and Algorithms · Computer Science 2022-07-19 Christoph Buchheim , Dorothee Henke , Jannik Irmai

This study modifies the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm for multi-modal optimization problems. The enhancements focus on addressing the challenges of multiple global minima, improving the algorithm's…

Neural and Evolutionary Computing · Computer Science 2024-07-02 Wathsala Karunarathne , Indu Bala , Dikshit Chauhan , Matthew Roughan , Lewis Mitchell

We have recently presented SAFE -- Solution And Fitness Evolution -- a commensalistic coevolutionary algorithm that maintains two coevolving populations: a population of candidate solutions and a population of candidate objective functions.…

Neural and Evolutionary Computing · Computer Science 2022-06-29 Moshe Sipper , Jason H. Moore , Ryan J. Urbanowicz

The global simple evolutionary multi-objective optimizer (GSEMO) is a simple, yet often effective multi-objective evolutionary algorithm (MOEA). By only maintaining non-dominated solutions, it has a variable population size that…

Neural and Evolutionary Computing · Computer Science 2025-05-05 Benjamin Doerr , Martin Krejca , Andre Opris
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