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Algorithm selection, aiming to identify the best algorithm for a given problem, plays a pivotal role in continuous black-box optimization. A common approach involves representing optimization functions using a set of features, which are…

Machine Learning · Computer Science 2025-05-13 Gašper Petelin , Gjorgjina Cenikj

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

The Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES) is one of the most advanced algorithms in numerical black-box optimization. For noisy objective functions, several approaches were proposed to mitigate the noise, e.g.,…

Neural and Evolutionary Computing · Computer Science 2025-06-04 Catalin-Viorel Dinu , Yash J. Patel , Xavier Bonet-Monroig , Hao Wang

The ideal objective vector, which comprises the optimal values of the $m$ objective functions in an $m$-objective optimization problem, is an important concept in evolutionary multi-objective optimization. Accurate estimation of this vector…

Neural and Evolutionary Computing · Computer Science 2025-05-29 Ruihao Zheng , Zhenkun Wang , Yin Wu , Maoguo Gong

Few-for-many (F4M) optimization, recently introduced as a novel paradigm in multi-objective optimization, aims to find a small set of solutions that effectively handle a large number of conflicting objectives. Unlike traditional…

Neural and Evolutionary Computing · Computer Science 2026-01-13 Ke Shang , Hisao Ishibuchi , Zexuan Zhu , Qingfu Zhang

Evolutionary algorithms are popular heuristics for solving various combinatorial problems as they are easy to apply and often produce good results. Island models parallelize evolution by using different populations, called islands, which…

Neural and Evolutionary Computing · Computer Science 2015-03-19 Jörg Lässig , Dirk Sudholt

Most of the real-world problems are multimodal in nature that consists of multiple optimum values. Multimodal optimization is defined as the process of finding multiple global and local optima (as opposed to a single solution) of a…

Neural and Evolutionary Computing · Computer Science 2022-08-24 Shatendra Singh , Aruna Tiwari

Many optimization problems arising in applications have to consider several objective functions at the same time. Evolutionary algorithms seem to be a very natural choice for dealing with multi-objective problems as the population of such…

Neural and Evolutionary Computing · Computer Science 2013-09-17 Tobias Friedrich , Frank Neumann , Christian Thyssen

Whether a population of decision-making individuals will reach a state of satisfactory decisions is a fundamental problem in studying collective behaviors. In the framework of evolutionary game theory and by means of potential functions,…

Multiagent Systems · Computer Science 2022-01-13 Negar Sakhaei , Zeinab Maleki , Pouria Ramazi

Bayesian optimisation is a powerful tool to solve expensive black-box problems, but fails when the stationary assumption made on the objective function is strongly violated, which is the case in particular for ill-conditioned or…

Machine Learning · Statistics 2019-12-06 Victor Picheny , Sattar Vakili , Artem Artemev

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

The optimization of expensive-to-evaluate black-box functions over combinatorial structures is an ubiquitous task in machine learning, engineering and the natural sciences. The combinatorial explosion of the search space and costly…

Machine Learning · Statistics 2018-10-11 Ricardo Baptista , Matthias Poloczek

The notion of expense in Bayesian optimisation generally refers to the uniformly expensive cost of function evaluations over the whole search space. However, in some scenarios, the cost of evaluation for black-box objective functions is…

Machine Learning · Computer Science 2019-09-10 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

Mathematical optimization, although often leading to NP-hard models, is now capable of solving even large-scale instances within reasonable time. However, the primary focus is often placed solely on optimality. This implies that while…

Optimization and Control · Mathematics 2025-12-23 Kevin-Martin Aigner , Marc Goerigk , Michael Hartisch , Frauke Liers , Arthur Miehlich , Florian Rösel

In multiobjective optimization, the result of an optimization algorithm is a set of efficient solutions from which the decision maker selects one. It is common that not all the efficient solutions can be computed in a short time and the…

Neural and Evolutionary Computing · Computer Science 2024-03-20 Miguel Ángel Domínguez-Ríos , Francisco Chicano , Enrique Alba

Evolutionary Learning proceeds by evolving a population of classifiers, from which it generally returns (with some notable exceptions) the single best-of-run classifier as final result. In the meanwhile, Ensemble Learning, one of the most…

Artificial Intelligence · Computer Science 2007-05-23 Christian Gagné , Michèle Sebag , Marc Schoenauer , Marco Tomassini

In multi-objective optimization problems, there might exist hidden objectives that are important to the decision-maker but are not being optimized. On the other hand, there might also exist irrelevant objectives that are being optimized but…

Optimization and Control · Mathematics 2022-06-06 Seyed Mahdi Shavarani , Manuel López-Ibáñez , Richard Allmendinger

In addition to their undisputed success in solving classical optimization problems, neuroevolutionary and population-based algorithms have become an alternative to standard reinforcement learning methods. However, evolutionary methods often…

Neural and Evolutionary Computing · Computer Science 2021-05-18 Jörg Stork , Martin Zaefferer , Nils Eisler , Patrick Tichelmann , Thomas Bartz-Beielstein , A. E. Eiben

We address an optimization problem where the cost function is the expectation of a random mapping. To tackle the problem two approaches based on the approximation of the objective function by consensus-based particle optimization methods on…

Optimization and Control · Mathematics 2025-11-24 Sabrina Bonandin , Michael Herty

Evolutionary multi-objective algorithms have been widely shown to be successful when utilized for a variety of stochastic combinatorial optimization problems. Chance constrained optimization plays an important role in complex real-world…

Neural and Evolutionary Computing · Computer Science 2023-03-06 Kokila Perera , Aneta Neumann , Frank Neumann