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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

Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…

Optimization and Control · Mathematics 2023-11-22 Izack Cohen , Krzysztof Postek , Shimrit Shtern

The all-pairs shortest path problem is the first non-artificial problem for which it was shown that adding crossover can significantly speed up a mutation-only evolutionary algorithm. Recently, the analysis of this algorithm was refined and…

Neural and Evolutionary Computing · Computer Science 2015-03-20 Benjamin Doerr , Daniel Johannsen , Timo Kötzing , Frank Neumann , Madeleine Theile

Recently different evolutionary computation approaches have been developed that generate sets of high quality diverse solutions for a given optimisation problem. Many studies have considered diversity 1) as a mean to explore niches in…

Neural and Evolutionary Computing · Computer Science 2022-07-29 Adel Nikfarjam , Aneta Neumann , Jakob Bossek , Frank Neumann

We consider optimization problems involving the multiplication of variable matrices to be selected from a given family, which might be a discrete set, a continuous set or a combination of both. Such nonlinear, and possibly discrete,…

Optimization and Control · Mathematics 2021-03-12 Burak Kocuk

Multi-objective optimisation is regarded as one of the most promising ways for dealing with constrained optimisation problems in evolutionary optimisation. This paper presents a theoretical investigation of a multi-objective optimisation…

Neural and Evolutionary Computing · Computer Science 2015-02-13 Jun He , Yong Wang , Yuren Zhou

While evolutionary algorithms are known to be very successful for a broad range of applications, the algorithm designer is often left with many algorithmic choices, for example, the size of the population, the mutation rates, and the…

Neural and Evolutionary Computing · Computer Science 2015-04-14 Benjamin Doerr , Carola Doerr

Evolutionary transfer optimization(ETO) serves as "a new frontier in evolutionary computation research", which will avoid zero reuse of experience and knowledge from solved problems in traditional evolutionary computation. In scheduling…

Neural and Evolutionary Computing · Computer Science 2023-06-29 Wendi Xu , Xianpeng Wang

In this paper, an evolutionary strategy (ES) method is introduced as an optimization approach to solve problems in the manufacturing area. The ES method is applied to a case study for milling operations. The results show that it can…

Optimization and Control · Mathematics 2015-01-08 Zhixin Yang

This paper considers single-machine scheduling problems in which a given solution, i.e. an ordered set of jobs, has to be improved as much as possible by re-sequencing the jobs. The need for rescheduling may arise in different contexts,…

Data Structures and Algorithms · Computer Science 2021-07-01 Gaia Nicosia , Andrea Pacifici , Ulrich Pferschy , Julia Resch , Giovanni Righini

The NP-hard scheduling problem P||C_max encompasses a set of tasks with known execution time which must be mapped to a set of identical machines such that the overall completion time is minimized. In this work, we improve existing…

Data Structures and Algorithms · Computer Science 2024-10-22 Matthew Akram , Nikolai Maas , Peter Sanders , Dominik Schreiber

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

While previous work on energy-efficient algorithms focused on assumption that tasks can be assigned to any processor, we initially study the problem of task scheduling on restricted parallel processors. The objective is to minimize the…

Data Structures and Algorithms · Computer Science 2013-09-17 Xibo Jin , Fa Zhang , Ying Song , Liya Fan , Zhiyong Liu

Evolutionary algorithms are wildly used in unmanned aerial vehicle path planning for their flexibility and effectiveness. Nevertheless, they are so sensitive to the change of environment that can't adapt to all scenarios. Due to this…

Neural and Evolutionary Computing · Computer Science 2022-04-08 Jiabin Lou , Rong Ding , Wenjun Wu

We design a class of variable metric evolution strategies well suited for high-dimensional problems. We target problems with many variables, not (necessarily) with many objectives. The construction combines two independent developments:…

Neural and Evolutionary Computing · Computer Science 2024-12-23 Tobias Glasmachers

We address single machine problems with optional jobs - rejection, studied recently in Zhang et al. [21] and Cao et al. [2]. In these papers, the authors focus on minimizing regular performance measures, i.e., functions that are…

Discrete Mathematics · Computer Science 2018-02-02 Baruch Mor , Dana Shapira

The optimization of dynamic problems is both widespread and difficult. When conducting dynamic optimization, a balance between reinitialization and computational expense has to be found. There are multiple approaches to this. In parallel…

Neural and Evolutionary Computing · Computer Science 2014-01-21 Ronald Hochreiter , Christoph Waldhauser

A Variable Parameter (VP) analysis, that we introduce here, aims to give a precise algorithm time complexity expression in which an exponent appears solely in terms of a variable parameter. A variable parameter is the number of objects with…

Data Structures and Algorithms · Computer Science 2025-07-08 Nodari Vakhania

Sustainable development has emerged as a global priority, and industries are increasingly striving to align their operations with sustainable practices. Parallel machine scheduling (PMS) is a critical aspect of production planning that…

Neural and Evolutionary Computing · Computer Science 2023-11-23 Absalom E. Ezugwu

The theory of evolutionary computation for discrete search spaces has made significant progress in the last ten years. This survey summarizes some of the most important recent results in this research area. It discusses fine-grained models…

Neural and Evolutionary Computing · Computer Science 2021-11-01 Benjamin Doerr , Frank Neumann