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Optimistic methods have been applied with success to single-objective optimization. Here, we attempt to bridge the gap between optimistic methods and multi-objective optimization. In particular, this paper is concerned with solving…

Optimization and Control · Mathematics 2016-12-28 Abdullah Al-Dujaili , S. Suresh

Recent advances in computationally efficient non-myopic Bayesian optimization (BO) improve query efficiency over traditional myopic methods like expected improvement while only modestly increasing computational cost. These advances have…

Machine Learning · Statistics 2021-12-07 Yunxiang Zhang , Xiangyu Zhang , Peter I. Frazier

The goal of multi-objective query optimization (MOQO) is to find query plans that realize a good compromise between conflicting objectives such as minimizing execution time and minimizing monetary fees in a Cloud scenario. A previously…

Databases · Computer Science 2014-04-02 Immanuel Trummer , Christoph Koch

In real-world traffic, there are various uncertainties and complexities in road and weather conditions. To solve the problem that the feature information of pole-like obstacles in complex environments is easily lost, resulting in low…

Computer Vision and Pattern Recognition · Computer Science 2023-07-25 Lei Cai , Hao Wang , Congling Zhou , Yongqiang Wang , Boyu Liu

Despite its groundbreaking success in Go and computer games, Monte Carlo Tree Search (MCTS) is computationally expensive as it requires a substantial number of rollouts to construct the search tree, which calls for effective…

Machine Learning · Computer Science 2020-10-06 Anji Liu , Yitao Liang , Ji Liu , Guy Van den Broeck , Jianshu Chen

Quantification and minimization of uncertainty is an important task in the design of electromagnetic devices, which comes with high computational effort. We propose a hybrid approach combining the reliability and accuracy of a Monte Carlo…

Machine Learning · Computer Science 2022-04-12 Mona Fuhrländer , Sebastian Schöps

The Orienteering Problem (OP) is a well-studied routing problem that has been extended to incorporate uncertainties, reflecting stochastic or dynamic travel costs, prize-collection costs, and prizes. Existing approaches may, however, be…

Systems and Control · Electrical Eng. & Systems 2025-01-10 Qiuchen Qian , Yanran Wang , David Boyle

Multi-objective portfolio optimisation is a critical problem researched across various fields of study as it achieves the objective of maximising the expected return while minimising the risk of a given portfolio at the same time. However,…

Machine Learning · Computer Science 2023-04-14 Sonia Bullah , Terence L. van Zyl

Optimal selection of interdependent IT Projects for implementation in multi periods has been challenging in the framework of real option valuation. This paper presents a mathematical optimization model for multi-stage portfolio of IT…

Computational Engineering, Finance, and Science · Computer Science 2010-06-15 Shashank Pushkar , Abhijit Mustafi , Akhileshwar Mishra

The goal of Multi-task Bayesian Optimization (MBO) is to minimize the number of queries required to accurately optimize a target black-box function, given access to offline evaluations of other auxiliary functions. When offline datasets are…

Machine Learning · Computer Science 2022-03-11 Kourosh Hakhamaneshi , Pieter Abbeel , Vladimir Stojanovic , Aditya Grover

The Hybrid Genetic Optimisation framework (HYGO) is introduced to meet the pressing need for efficient and unified optimisation frameworks that support both parametric and functional learning in complex engineering problems. Evolutionary…

Neural and Evolutionary Computing · Computer Science 2026-02-10 Isaac Robledo , Yiqing Li , Guy Y. Cornejo Maceda , Rodrigo Castellanos

Emerging IoT-enabled cyber-physical applications demand low-latency, energy-efficient, and reliable execution across resource-constrained edge devices with heterogeneous multicore processors and diverse sensing and actuating capabilities,…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-28 Andreas Kouloumpris , Georgios L. Stavrinides , Maria K. Michael , Theocharis Theocharides

This paper proposes an advanced hybrid optimization (GMPA) algorithm to effectively address the inherent limitations of the Grey Wolf Optimizer (GWO) when applied to complex optimization scenarios. Specifically, GMPA integrates essential…

Neural and Evolutionary Computing · Computer Science 2025-05-20 Amin Abdollahi Dehkordi , Mehdi Neshat

We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

Machine Learning · Computer Science 2024-12-24 Han Zhong , Zhongren Chen , Zhuoran Yang , Zhaoran Wang , Csaba Szepesvári

Hyperparameter tuning is a critical yet computationally expensive step in training neural networks, particularly when the search space is high dimensional and nonconvex. Metaheuristic optimization algorithms are often used for this purpose…

Neural and Evolutionary Computing · Computer Science 2026-01-22 Amaras Nazarians , Sachin Kumar

Metaheuristic algorithms have gained widespread application across various fields owing to their ability to generate diverse solutions. One such algorithm is the Snake Optimizer (SO), a progressive optimization approach. However, SO suffers…

Robotics · Computer Science 2025-08-14 Genliang Li , Yaxin Cui , Jinyu Su

A multi-objective logistics optimization problem from a real-world supply chain is formulated as a Quadratic Unconstrained Binary Optimization Problem (QUBO) that minimizes cost, emissions, and delivery time, while maintaining target…

Optimization and Control · Mathematics 2026-02-06 Raoul Heese , Timothée Leleu , Sam Reifenstein , Christian Nietner , Yoshihisa Yamamoto

This paper introduces the MCTS algorithm to the financial world and focuses on solving significant multi-period financial planning models by combining a Monte Carlo Tree Search algorithm with a deep neural network. The MCTS provides an…

Computational Finance · Quantitative Finance 2022-05-19 Afşar Onat Aydınhan , Xiaoyue Li , John M. Mulvey

With an increasing need for more flexible mobility services, we consider an operational problem arising in the planning of Demand Adaptive Systems (DAS). Motivated by the decision of whether to accept or reject passenger requests in real…

Optimization and Control · Mathematics 2025-03-12 Benedikt Lienkamp , Mike Hewitt , Axel Parmentier , Maximilian Schiffer

This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…

Optimization and Control · Mathematics 2019-12-12 Kristoffer Bergman , Oskar Ljungqvist , Torkel Glad , Daniel Axehill