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The surrogate-assisted optimization algorithm is a promising approach for solving expensive multi-objective optimization problems. However, most existing surrogate-assisted multi-objective optimization algorithms have three main drawbacks:…

Neural and Evolutionary Computing · Computer Science 2018-11-06 Xi Lin , Hui-Ling Zhen , Zhenhua Li , Qingfu Zhang , Sam Kwong

Traditional robust multi-objective optimization methods typically prioritize convergence while treating robustness as a secondary consideration. This approach can yield solutions that are not genuinely robust optimal under noise-affected…

Computational Engineering, Finance, and Science · Computer Science 2025-12-01 Lihong Xu , Wenxiang Jiang

Choosing decision variables deterministically (deterministic decision-making) can be regarded as a particular case of choosing decision variables probabilistically (probabilistic decision-making). It is necessary to investigate whether…

Optimization and Control · Mathematics 2023-09-18 Xun Shen , Yuhu Wu , Satoshi Ito , Jun-ichi Imura

One of the major distinguishing features of the dynamic multiobjective optimization problems (DMOPs) is the optimization objectives will change over time, thus tracking the varying Pareto-optimal front becomes a challenge. One of the…

Neural and Evolutionary Computing · Computer Science 2017-11-21 Min Jiang , Zhongqiang Huang , Liming Qiu , Wenzhen Huang , Gary G. Yen

In this work, we study the Stochastic Budgeted Multi-round Submodular Maximization (SBMSm) problem, where we aim to adaptively maximize the sum, over multiple rounds, of a monotone and submodular objective function defined on subsets of…

Data Structures and Algorithms · Computer Science 2024-09-26 Vincenzo Auletta , Diodato Ferraioli , Cosimo Vinci

Real-world and complex problems have usually many objective functions that have to be optimized all at once. Over the last decades, Multi-Objective Evolutionary Algorithms (MOEAs) are designed to solve this kind of problems. Nevertheless,…

Neural and Evolutionary Computing · Computer Science 2020-02-21 Cristian Ramirez-Atencia , Sanaz Mostaghim , David Camacho

Recent advances in learnable evolutionary algorithms have demonstrated the importance of leveraging population distribution information and historical evolutionary trajectories. While significant progress has been made in continuous…

Neural and Evolutionary Computing · Computer Science 2024-12-10 Jiaxiang Huang , Licheng Jiao

Expensive optimization problems (EOPs) are black-box tasks with costly objective evaluations and no gradient access, making the evaluation budget the key bottleneck. Surrogate-assisted evolutionary algorithms (SAEAs) reduce evaluations via…

Neural and Evolutionary Computing · Computer Science 2026-05-06 Ye Lu , Bingdong Li , Aimin Zhou , Hao Hao

Solving constrained multi-objective optimization problems (CMOPs) is a challenging task. While many practical algorithms have been developed to tackle CMOPs, real-world scenarios often present cases where the constraint functions are…

Neural and Evolutionary Computing · Computer Science 2025-09-25 Weixiong Huang , Rui Wang , Tao Zhang , Sheng Qi , Ling Wang

Expensive optimization problems (EOPs) have attracted increasing research attention over the decades due to their ubiquity in a variety of practical applications. Despite many sophisticated surrogate-assisted evolutionary algorithms (SAEAs)…

Neural and Evolutionary Computing · Computer Science 2024-08-21 Xiaoming Xue , Yao Hu , Liang Feng , Kai Zhang , Linqi Song , Kay Chen Tan

We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…

Machine Learning · Computer Science 2018-02-02 Tianyi Lin , Linbo Qiao , Teng Zhang , Jiashi Feng , Bofeng Zhang

This paper addresses the challenge of dynamic multi-objective optimization problems (DMOPs) by introducing novel approaches for accelerating prediction strategies within the evolutionary algorithm framework. Since the objectives of DMOPs…

Neural and Evolutionary Computing · Computer Science 2024-11-14 Ru Lei , Lin Li , Rustam Stolkin , Bin Feng

Constrained multi-objective optimization problems (CMOPs) are of great significance in the context of practical applications, ranging from scientific to engineering domains. Most existing constrained multi-objective evolutionary algorithms…

Neural and Evolutionary Computing · Computer Science 2026-03-18 Shuai Shao , Ye Tian , Shangshang Yang , Xingyi Zhang

This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…

Computation · Statistics 2025-08-26 Frederic Cerou , Patrick Heas , Mathias Rousset

Bayesian optimization is an advanced tool to perform ecient global optimization It consists on enriching iteratively surrogate Kriging models of the objective and the constraints both supposed to be computationally expensive of the targeted…

Machine Learning · Computer Science 2025-04-14 Robin Grapin , Youssef Diouane , Joseph Morlier , Nathalie Bartoli , Thierry Lefebvre , Paul Saves , Jasper Bussemaker

This paper proposes an improved epsilon constraint-handling mechanism, and combines it with a decomposition-based multi-objective evolutionary algorithm (MOEA/D) to solve constrained multi-objective optimization problems (CMOPs). The…

Neural and Evolutionary Computing · Computer Science 2017-09-19 Zhun Fan , Wenji Li , Xinye Cai , Han Huang , Yi Fang , Yugen You , Jiajie Mo , Caimin Wei , Erik Goodman

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

Evolutionary Algorithms (EAs) are often challenging to apply in real-world settings since evolutionary computations involve a large number of evaluations of a typically expensive fitness function. For example, an evaluation could involve…

Neural and Evolutionary Computing · Computer Science 2024-04-08 Mohammed Ghaith Altarabichi , Sławomir Nowaczyk , Sepideh Pashami , Peyman Sheikholharam Mashhadi

Several real-world applications could be modeled as Mixed-Integer Non-Linear Programming (MINLP) problems, and some prominent examples include portfolio optimization, remote sensing technology, and so on. Most of the models for these…

Computational Engineering, Finance, and Science · Computer Science 2021-01-22 Yi Chen , Aimin Zhou , Swagatam Das

We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…

Optimization and Control · Mathematics 2024-03-13 Janina Schreiber , Pau Batlle , Damar Wicaksono , Michael Hecht
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