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In this note, we extend an evolutionary stochastic portfolio optimization framework to include probabilistic constraints. Both the stochastic programming-based modeling environment as well as the evolutionary optimization environment are…

Portfolio Management · Quantitative Finance 2014-01-21 Ronald Hochreiter

Multi-Objective Evolutionary Algorithms (MOEAs) have been proved efficient to deal with Multi-objective Optimization Problems (MOPs). Until now tens of MOEAs have been proposed. The unified mode would provide a more systematic approach to…

Neural and Evolutionary Computing · Computer Science 2011-02-01 Bojin Zheng , Yuanxiang Li

Evolutionary multi-objective algorithms have successfully been used in the context of Pareto optimization where a given constraint is relaxed into an additional objective. In this paper, we explore the use of 3-objective formulations for…

Neural and Evolutionary Computing · Computer Science 2023-04-19 Frank Neumann , Carsten Witt

The multi-task learning (MTL) paradigm can be traced back to an early paper of Caruana (1997) in which it was argued that data from multiple tasks can be used with the aim to obtain a better performance over learning each task…

Machine Learning · Computer Science 2021-12-10 Andrea Ponti

It is assumed in the evolutionary multi-objective optimization (EMO) community that a final solution is selected by a decision maker from a non-dominated solution set obtained by an EMO algorithm. The number of solutions to be presented to…

Neural and Evolutionary Computing · Computer Science 2020-12-15 Hisao Ishibuchi , Lie Meng Pang , Ke Shang

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

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

Learning Bayesian networks is often cast as an optimization problem, where the computational task is to find a structure that maximizes a statistically motivated score. By and large, existing learning tools address this optimization problem…

Machine Learning · Computer Science 2013-01-30 Nir Friedman , Iftach Nachman , Dana Pe'er

In the area of multi-objective evolutionary algorithms (MOEAs), there is a trend of using an archive to store non-dominated solutions generated during the search. This is because 1) MOEAs may easily end up with the final population…

Neural and Evolutionary Computing · Computer Science 2024-06-05 Chao Bian , Shengjie Ren , Miqing Li , Chao Qian

Multi-objective evolutionary algorithms (MOEAs) have emerged as powerful tools for solving complex optimization problems characterized by multiple, often conflicting, objectives. While advancements have been made in computational efficiency…

Neural and Evolutionary Computing · Computer Science 2024-08-09 Zherui Zhang , Fan Yang , Ran Cheng , Yuxin Ma

Pareto optimization using evolutionary multi-objective algorithms has been widely applied to solve constrained submodular optimization problems. A crucial factor determining the runtime of the used evolutionary algorithms to obtain good…

Neural and Evolutionary Computing · Computer Science 2023-05-15 Frank Neumann , Carsten Witt

In evolutionary multiobjective optimization, effectiveness refers to how an evolutionary algorithm performs in terms of converging its solutions into the Pareto front and also diversifying them over the front. This is not an easy job,…

Neural and Evolutionary Computing · Computer Science 2022-10-26 Yani Xue , Miqing Li , Xiaohui Liu

Tasks in multi-task learning often correlate, conflict, or even compete with each other. As a result, a single solution that is optimal for all tasks rarely exists. Recent papers introduced the concept of Pareto optimality to this field and…

Machine Learning · Computer Science 2020-08-28 Pingchuan Ma , Tao Du , Wojciech Matusik

Real-world optimization problems often involve stochastic and dynamic components. Evolutionary algorithms are particularly effective in these scenarios, as they can easily adapt to uncertain and changing environments but often uncertainty…

Neural and Evolutionary Computing · Computer Science 2024-04-10 Ishara Hewa Pathiranage , Frank Neumann , Denis Antipov , Aneta Neumann

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

Evolutionary algorithms (EAs) have proven effective in exploring the vast solution spaces typical of graph-structured combinatorial problems. However, traditional encoding schemes, such as binary or numerical representations, often fail to…

Neural and Evolutionary Computing · Computer Science 2025-10-28 Jie Zhao , Kang Hao Cheong

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

Multi-objective evolutionary algorithms (MOEAs) have become essential tools for solving multi-objective optimization problems (MOPs), making their running time analysis crucial for assessing algorithmic efficiency and guiding practical…

Neural and Evolutionary Computing · Computer Science 2025-07-04 Han Huang , Tianyu Wang , Chaoda Peng , Tongli He , Zhifeng Hao

Evolutionary algorithms are bio-inspired algorithms that can easily adapt to changing environments. Recent results in the area of runtime analysis have pointed out that algorithms such as the (1+1)~EA and Global SEMO can efficiently…

Neural and Evolutionary Computing · Computer Science 2022-06-07 Vahid Roostapour , Aneta Neumann , Frank Neumann

Evolutionary algorithms (EAs) are general-purpose problem solvers that usually perform an unbiased search. This is reasonable and desirable in a black-box scenario. For combinatorial optimization problems, often more knowledge about the…

Neural and Evolutionary Computing · Computer Science 2020-04-23 Vahid Roostapour , Jakob Bossek , Frank Neumann