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In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…

Optimization and Control · Mathematics 2021-06-15 Zhishuai Guo , Quanqi Hu , Lijun Zhang , Tianbao Yang

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

We introduce an evolutionary stochastic-local-search (SLS) algorithm for addressing a generalized version of the so-called 1/V/D/R cutting-stock problem. Cutting-stock problems are encountered often in industrial environments and the…

Neural and Evolutionary Computing · Computer Science 2017-07-28 Georgios C. Chasparis , Michael Rossbory , Verena Haunschmid

Reinforcement learning techniques achieved human-level performance in several tasks in the last decade. However, in recent years, the need for interpretability emerged: we want to be able to understand how a system works and the reasons…

Machine Learning · Computer Science 2023-01-13 Leonardo Lucio Custode , Giovanni Iacca

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

In this paper, we consider a multi-stage dynamic assortment optimization problem with multi-nomial choice modeling (MNL) under resource knapsack constraints. Given the current resource inventory levels, the retailer makes an assortment…

Optimization and Control · Mathematics 2025-11-05 Xi Chen , Mo Liu , Yining Wang , Yuan Zhou

Resource constrained job scheduling is a hard combinatorial optimisation problem that originates in the mining industry. Off-the-shelf solvers cannot solve this problem satisfactorily in reasonable timeframes, while other solution methods…

Neural and Evolutionary Computing · Computer Science 2024-07-23 Su Nguyen , Dhananjay Thiruvady , Yuan Sun , Mengjie Zhang

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

Now-a-days, it is important to find out solutions of Multi-Objective Optimization Problems (MOPs). Evolutionary Strategy helps to solve such real world problems efficiently and quickly. But sequential Evolutionary Algorithms (EAs) require…

Neural and Evolutionary Computing · Computer Science 2016-11-15 Md. Asadul Islam , G. M. Mashrur-E-Elahi , M. M. A. Hashem

This paper deals with the resolution of combinatorial optimization problems, particularly those concerning the maritime transport scheduling. We are interested in the management platforms in a river port and more specifically in container…

Neural and Evolutionary Computing · Computer Science 2013-06-04 R. Kammarti , I. Ayachi , M. Ksouri , P. Borne

In this paper, we proposed a multi-objective approach for the EEG Inverse Problem. This formulation does not need unknown parameters that involve empirical procedures. Due to the combinatorial characteristics of the problem, this…

Neural and Evolutionary Computing · Computer Science 2021-12-28 José Enrique Alvarez Iglesias , Mayrim Vega-Hernández , Eduardo Martínez-Montes

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

Artificial Intelligence · Computer Science 2023-01-02 Dimitri Bertsekas

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

An emerging optimisation problem from the real-world applications, named the multi-point dynamic aggregation (MPDA) problem, has become one of the active research topics of the multi-robot system. This paper focuses on a multi-objective…

Neural and Evolutionary Computing · Computer Science 2021-05-12 Guanqiang Gao , Bin Xin , Yi Mei , Shuxin Ding , Juan Li

Evolutionary algorithms (EA) have been widely accepted as efficient solvers for complex real world optimization problems, including engineering optimization. However, real world optimization problems often involve uncertain environment…

Neural and Evolutionary Computing · Computer Science 2016-11-17 Maumita Bhattacharya , R. Islam , A. Mahmood

We study the three-dimensional Knapsack (3DK) problem, in which we are given a set of axis-aligned cuboids with associated profits and an axis-aligned cube knapsack. The objective is to find a non-overlapping axis-aligned packing (by…

Data Structures and Algorithms · Computer Science 2025-03-26 Klaus Jansen , Debajyoti Kar , Arindam Khan , K. V. N. Sreenivas , Malte Tutas

This paper considers stochastic convex optimization problems where the objective and constraint functions involve expectations with respect to the data indices or environmental variables, in addition to deterministic convex constraints on…

Optimization and Control · Mathematics 2021-07-21 Zeeshan Akhtar , Amrit Singh Bedi , Ketan Rajawat

In this paper, we study the conditional stochastic optimization (CSO) problem which covers a variety of applications including portfolio selection, reinforcement learning, robust learning, causal inference, etc. The sample-averaged gradient…

Machine Learning · Computer Science 2023-12-05 Lie He , Shiva Prasad Kasiviswanathan

In this paper, we focus on the problem of stochastic optimization where the objective function can be written as an expectation function over a closed convex set. We also consider multiple expectation constraints which restrict the domain…

Statistics Theory · Mathematics 2019-06-18 Kinjal Basu , Preetam Nandy

The research area of evolutionary multiobjective optimization (EMO) is reaching better understandings of the properties and capabilities of EMO algorithms, and accumulating much evidence of their worth in practical scenarios. An urgent…

Neural and Evolutionary Computing · Computer Science 2009-08-24 David Corne , Joshua Knowles