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Metaheuristic algorithms are becoming an important part of modern optimization. A wide range of metaheuristic algorithms have emerged over the last two decades, and many metaheuristics such as particle swarm optimization are becoming…

Optimization and Control · Mathematics 2012-12-04 Xin-She Yang

Real-world decision and optimization problems, often involve constraints and conflicting criteria. For example, choosing a travel method must balance speed, cost, environmental footprint, and convenience. Similarly, designing an industrial…

Optimization and Control · Mathematics 2025-04-22 Michael Emmerich , André Deutz

This research is focused on solving problems in the area of software project management using metaheuristic search algorithms and as such is research in the field of search based software engineering. The main aim of this research is to…

Neural and Evolutionary Computing · Computer Science 2016-05-09 Andy M. Connor , Amit Shah

Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…

Optimization and Control · Mathematics 2021-05-31 C. Cartis , N. I. M. Gould , Ph. L. Toint

The key to reconciling the polynomial-time intractability of many machine learning tasks in the worst case with the surprising solvability of these tasks by heuristic algorithms in practice seems to be exploiting restrictions on real-world…

Machine Learning · Computer Science 2022-05-11 Todd Wareham

Evaluating solutions to optimization problems is arguably the most important step for heuristic algorithms, as it is used to guide the algorithms towards the optimal solution in the solution search space. Research has shown evaluation…

Neural and Evolutionary Computing · Computer Science 2020-10-05 Patrick Kenekayoro

We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…

Machine Learning · Computer Science 2021-03-19 Carlos Ansotegui , Meinolf Sellmann , Tapan Shah , Kevin Tierney

We consider function optimization as a sequential decision making problem under budget constraint. This constraint limits the number of objective function evaluations allowed during the optimization. We consider an algorithm inspired by a…

Machine Learning · Computer Science 2026-05-06 Philippe Preux , Rémi Munos , Michal Valko

Algorithms for computing equilibria, optima, and fixed points in nonconvex problems often depend sensitively on practitioner-chosen initial conditions. When uniqueness of a solution is of interest, a common heuristic is to run such…

Econometrics · Economics 2026-02-17 Moeen Nehzati , Diego Cussen

Given a malfunctioning system, sequential diagnosis aims at identifying the root cause of the failure in terms of abnormally behaving system components. As initial system observations usually do not suffice to deterministically pin down…

Artificial Intelligence · Computer Science 2022-08-08 Patrick Rodler , Wolfgang Schmid

This paper presents a simulation approach to enhance the performance of heuristics for multi-project scheduling. Unlike other heuristics available in the literature that use only one priority criterion for resource allocation, this paper…

Portfolio Management · Quantitative Finance 2024-06-05 Pablo Alvarez-Campana , Felix Villafanez , Fernando Acebes , David Poza

When looking for a solution, deterministic methods have the enormous advantage that they do find global optima. Unfortunately, they are very CPU-intensive, and are useless on untractable NP-hard problems that would require thousands of…

Neural and Evolutionary Computing · Computer Science 2011-12-20 Pierre Collet , Jean-Philippe Rennard

Clustering is often used for discovering structure in data. Clustering systems differ in the objective function used to evaluate clustering quality and the control strategy used to search the space of clusterings. Ideally, the search…

Artificial Intelligence · Computer Science 2014-11-17 D. Fisher

We argue that results produced by a heuristic optimisation algorithm cannot be considered reproducible unless the algorithm fully specifies what should be done with solutions generated outside the domain, even in the case of simple box…

Neural and Evolutionary Computing · Computer Science 2023-05-18 Anna V. Kononova , Diederick Vermetten , Fabio Caraffini , Madalina-A. Mitran , Daniela Zaharie

We investigate modifications to Bayesian Optimization for a resource-constrained setting of sequential experimental design where changes to certain design variables of the search space incur a switching cost. This models the scenario where…

Machine Learning · Computer Science 2024-05-16 Stefan Pricopie , Richard Allmendinger , Manuel Lopez-Ibanez , Clyde Fare , Matt Benatan , Joshua Knowles

Allocation of scarce resources is a recurring challenge for the public sector: something that emerges in areas as diverse as healthcare, disaster recovery, and social welfare. The complexity of these policy domains and the need for meeting…

Computers and Society · Computer Science 2023-10-11 Saba Esnaashari , Jonathan Bright , John Francis , Youmna Hashem , Vincent Straub , Deborah Morgan

Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…

Optimization and Control · Mathematics 2023-03-07 Mohammadreza Chamanbaz , Roland Bouffanais

Multipartite entity resolution aims at integrating records from multiple datasets into one entity. We derive a mathematical formulation for a general class of record linkage problems in multipartite entity resolution across many datasets as…

Discrete Mathematics · Computer Science 2021-12-08 Alla Kammerdiner , Alexander Semenov , Eduardo Pasiliao

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada

Contextual online decision-making problems with constraints appear in a wide range of real-world applications, such as adaptive experimental design under safety constraints, personalized recommendation with resource limits, and dynamic…

Machine Learning · Statistics 2025-05-23 Haichen Hu , David Simchi-Levi , Navid Azizan
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