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Most of the real-world problems are multimodal in nature that consists of multiple optimum values. Multimodal optimization is defined as the process of finding multiple global and local optima (as opposed to a single solution) of a…

Neural and Evolutionary Computing · Computer Science 2022-08-24 Shatendra Singh , Aruna Tiwari

In this paper we present an evolutionary optimization approach to solve the risk parity portfolio selection problem. While there exist convex optimization approaches to solve this problem when long-only portfolios are considered, the…

Portfolio Management · Quantitative Finance 2015-04-14 Ronald Hochreiter

This paper presents an evolutionary algorithm with a new goal-sequence domination scheme for better decision support in multi-objective optimization. The approach allows the inclusion of advanced hard/soft priority and constraint…

Artificial Intelligence · Computer Science 2011-06-02 E. F. Khor , T. H. Lee , R. Sathikannan , K. C. Tan

Evolutionary algorithms have been applied to a wide range of stochastic problems. Motivated by real-world problems where constraint violations have disruptive effects, this paper considers the chance-constrained knapsack problem (CCKP)…

Neural and Evolutionary Computing · Computer Science 2021-08-02 Yue Xie , Oscar Harper , Hirad Assimi , Aneta Neumann , Frank Neumann

Evolutionary computation offers a variety of tools to solve complex real-world optimization problems. However, research often focuses on smaller, simplified problems and optimization algorithms that sometimes miss expectations in real-world…

Ecological systems are dynamic and policies to manage them need to respond to that variation. However, policy adjustments will sometimes be costly, which means that fine-tuning a policy to track variability in the environment very tightly…

Populations and Evolution · Quantitative Biology 2015-07-28 Carl Boettiger , Michael Bode , James N. Sanchirico , Jacob LaRiviere , Alan Hastings , Paul R. Armsworth

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 multi-objective optimization problems (CMOPs) pervade real-world applications in science, engineering, and design. Constraint violation has been a building block in designing evolutionary multi-objective optimization algorithms…

Neural and Evolutionary Computing · Computer Science 2024-01-03 Shuang Li , Ke Li , Wei Li , Ming Yang

Dynamic Optimization Problems (DOPs) are challenging to address due to their complex nature, i.e., dynamic environment variation. Evolutionary Computation methods are generally advantaged in solving DOPs since they resemble dynamic…

Neural and Evolutionary Computing · Computer Science 2026-02-02 Zijian Gao , Yuanting Zhong , Zeyuan Ma , Yue-Jiao Gong , Hongshu Guo

Algorithm selection is crucial in the field of optimization, as no single algorithm performs perfectly across all types of optimization problems. Finding the best algorithm among a given set of algorithms for a given problem requires a…

Neural and Evolutionary Computing · Computer Science 2025-01-27 Saba Sadeghi Ahouei , Denis Antipov , Aneta Neumann , Frank Neumann

Many real-world optimisation problems involve dynamic and stochastic components. While problems with multiple interacting components are omnipresent in inherently dynamic domains like supply-chain optimisation and logistics, most research…

Neural and Evolutionary Computing · Computer Science 2020-09-16 Ragav Sachdeva , Frank Neumann , Markus Wagner

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

In the real world, there exist a class of optimization problems that multiple (local) optimal solutions in the solution space correspond to a single point in the objective space. In this paper, we theoretically show that for such multimodal…

Neural and Evolutionary Computing · Computer Science 2024-06-06 Shengjie Ren , Zhijia Qiu , Chao Bian , Miqing Li , Chao Qian

In the past few decades, many multiobjective evolutionary optimization algorithms (MOEAs) have been proposed to find a finite set of approximate Pareto solutions for a given problem in a single run, each with its own structure. However, in…

Neural and Evolutionary Computing · Computer Science 2024-04-30 Xi Lin , Xiaoyuan Zhang , Zhiyuan Yang , Qingfu Zhang

Evolutionary search via the quality-diversity (QD) paradigm can discover highly performing solutions in different behavioural niches, showing considerable potential in complex real-world scenarios such as evolutionary robotics. Yet most QD…

Neural and Evolutionary Computing · Computer Science 2024-04-10 Roberto Gallotta , Antonios Liapis , Georgios N. Yannakakis

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

Evolutionary algorithms have been successful in solving multi-objective optimization problems (MOPs). However, as a class of population-based search methodology, evolutionary algorithms require a large number of evaluations of the objective…

Neural and Evolutionary Computing · Computer Science 2024-08-16 Xueming Yan , Yaochu Jin

Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables.…

Optimization and Control · Mathematics 2020-03-10 Julien Pelamatti , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

Evolutionary algorithms (EAs) are general-purpose problem solvers that usually perform an unbiased search. This is reasonable and desirable in a black-box scenario. For combinatorial optimization problems, often more knowledge about the…

Neural and Evolutionary Computing · Computer Science 2020-04-23 Vahid Roostapour , Jakob Bossek , Frank Neumann

Although real-coded differential evolution (DE) algorithms can perform well on continuous optimization problems (CoOPs), it is still a challenging task to design an efficient binary-coded DE algorithm. Inspired by the learning mechanism of…

Neural and Evolutionary Computing · Computer Science 2014-05-13 Yu Chen , Weicheng Xie , Xiufen Zou