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Technical indicators use graphic representations of data sets by applying various mathematical formulas to financial time series of prices. These formulas comprise a set of rules and parameters whose values are not necessarily known and…

Neural and Evolutionary Computing · Computer Science 2022-11-07 Francisco J. Soltero , Pablo Fernández-Blanco , J. Ignacio Hidalgo

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

Hundreds of Evolutionary Computation approaches have been reported. From an evolutionary perspective they focus on two fundamental mechanisms: cultural inheritance in Swarm Intelligence and genetic inheritance in Evolutionary Algorithms.…

Neural and Evolutionary Computing · Computer Science 2022-11-28 Sizhe Yuen , Thomas H. G. Ezard , Adam J. Sobey

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

Optimization and Control · Mathematics 2023-10-05 Zifan Wang , Changxin Liu , Thomas Parisini , Michael M. Zavlanos , Karl H. Johansson

As evolutionary algorithms (EAs) are general-purpose optimization algorithms, recent theoretical studies have tried to analyze their performance for solving general problem classes, with the goal of providing a general theoretical…

Neural and Evolutionary Computing · Computer Science 2022-11-29 Chao Qian

Constraint violation has been a building block to design evolutionary multi-objective optimization algorithms for solving constrained multi-objective optimization problems. However, it is not uncommon that the constraint violation is hardly…

Neural and Evolutionary Computing · Computer Science 2022-05-31 Shuang Li , Ke Li , Wei Li

Multi-objective evolutionary algorithms (MOEAs) have progressed significantly in recent decades, but most of them are designed to solve unconstrained multi-objective optimization problems. In fact, many real-world multi-objective problems…

Neural and Evolutionary Computing · Computer Science 2019-05-29 Zhun Fan , Wenji Li , Xinye Cai , Hui Li , Caimin Wei , Qingfu Zhang , Kalyanmoy Deb , Erik D. Goodman

Single-objective bilevel optimization is a specialized form of constraint optimization problems where one of the constraints is an optimization problem itself. These problems are typically non-convex and strongly NP-Hard. Recently, there…

Neural and Evolutionary Computing · Computer Science 2024-02-13 Anuraganand Sharma

Constrained single-objective problems have been frequently tackled by evolutionary multi-objective algorithms where the constraint is relaxed into an additional objective. Recently, it has been shown that Pareto optimization approaches…

Neural and Evolutionary Computing · Computer Science 2024-06-10 Frank Neumann , Carsten Witt

In this paper, we design a set of multi-objective constrained optimization problems (MCOPs) and propose a new repair operator to address them. The proposed repair operator is used to fix the solutions that violate the box constraints. More…

Neural and Evolutionary Computing · Computer Science 2015-04-02 Zhun Fan , Wenji Li , Xinye Cai , Huibiao Lin , Shuxiang Xie , Erik Goodman

In this paper, we consider multi-stage stochastic optimization problems with convex objectives and conic constraints at each stage. We present a new stochastic first-order method, namely the dynamic stochastic approximation (DSA) algorithm,…

Optimization and Control · Mathematics 2019-08-22 Guanghui Lan , Zhiqiang Zhou

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

Multi-objective optimization problems with constraints (CMOPs) are generally considered more challenging than those without constraints. This in part can be attributed to the creation of infeasible regions generated by the constraint…

Neural and Evolutionary Computing · Computer Science 2024-02-13 Hanan Alsouly , Michael Kirley , Mario Andrés Muñoz

Given a ground set of items, the result diversification problem aims to select a subset with high "quality" and "diversity" while satisfying some constraints. It arises in various real-world artificial intelligence applications, such as…

Neural and Evolutionary Computing · Computer Science 2022-05-10 Chao Qian , Dan-Xuan Liu , Zhi-Hua Zhou

In recent years, to improve the evolutionary algorithms used to solve optimization problems involving a large number of decision variables, many attempts have been made to simplify the problem solution space of a given problem for the…

Neural and Evolutionary Computing · Computer Science 2021-02-25 Liang Feng , Qingxia Shang , Yaqing Hou , Kay Chen Tan , Yew-Soon Ong

Evolutionary Multi-Objective Optimization Algorithms (EMOAs) are widely employed to tackle problems with multiple conflicting objectives. Recent research indicates that not all objectives are equally important to the decision-maker (DM). In…

Artificial Intelligence · Computer Science 2024-11-08 Seyed Mahdi Shavarani , Mahmoud Golabi , Richard Allmendinger , Lhassane Idoumghar

Population diversity plays a key role in evolutionary algorithms that enables global exploration and avoids premature convergence. This is especially more crucial in dynamic optimization in which diversity can ensure that the population…

Neural and Evolutionary Computing · Computer Science 2019-10-15 Maryam Hasani-Shoreh , Frank Neumann

Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…

Optimization and Control · Mathematics 2019-04-18 Xi Chen , Qihang Lin , Zizhuo Wang

Variable division and optimization (D\&O) is a frequently utilized algorithm design paradigm in Evolutionary Algorithms (EAs). A D\&O EA divides a variable into partial variables and then optimize them respectively. A complicated problem is…

Neural and Evolutionary Computing · Computer Science 2021-01-22 Yi Chen , Aimin Zhou

This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…

Optimization and Control · Mathematics 2020-01-22 Mohammad S. Alkousa