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Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

We create a novel optimisation technique inspired by natural ecosystems, where the optimisation works at two levels: a first optimisation, migration of genes which are distributed in a peer-to-peer network, operating continuously in time;…

Neural and Evolutionary Computing · Computer Science 2012-11-26 Gerard Briscoe , Philippe De Wilde

This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…

Optimization and Control · Mathematics 2019-06-10 Xiaohan Wei , Michael J. Neely

The performance of multi-objective evolutionary algorithms deteriorates appreciably in solving many-objective optimization problems which encompass more than three objectives. One of the known rationales is the loss of selection pressure…

Neural and Evolutionary Computing · Computer Science 2018-02-27 Yanan Sun , Gary G. Yen , Zhang Yi

In this paper, we represent the problem of selecting miners within a blockchain-based system as a subset selection problem. We formulate the problem of minimising blockchain energy consumption as an optimisation problem with two conflicting…

Neural and Evolutionary Computing · Computer Science 2021-06-23 Akram Alofi , Mahmoud A. Bokhari , Robert Hendley , Rami Bahsoon

In practise, it is often desirable to provide the decision-maker with a rich set of diverse solutions of decent quality instead of just a single solution. In this paper we study evolutionary diversity optimization for the knapsack problem…

Neural and Evolutionary Computing · Computer Science 2021-04-28 Jakob Bossek , Aneta Neumann , Frank Neumann

A hybrid evolutionary algorithm with importance sampling method is proposed for multi-dimensional optimization problems in this paper. In order to make use of the information provided in the search process, a set of visited solutions is…

Neural and Evolutionary Computing · Computer Science 2013-08-26 Guanghui Huang , Zhifeng Pan

A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…

Optimization and Control · Mathematics 2017-05-09 Ankur Sinha , Zhichao Lu , Kalyanmoy Deb , Pekka Malo

Quadratic programming (QP) is a common and important constrained optimization problem. Here, we derive a surprising duality between constrained optimization with inequality constraints -- of which QP is a special case -- and consumer…

Statistical Mechanics · Physics 2019-05-22 Pankaj Mehta , Wenping Cui , Ching-Hao Wang , Robert Marsland

Multi-objective evolutionary algorithms (MOEAs) are widely used to solve multi-objective optimization problems. The algorithms rely on setting appropriate parameters to find good solutions. However, this parameter tuning could be very…

Neural and Evolutionary Computing · Computer Science 2022-11-18 Remco Coppens , Robbert Reijnen , Yingqian Zhang , Laurens Bliek , Berend Steenhuisen

Computing diverse sets of high quality solutions for a given optimization problem has become an important topic in recent years. In this paper, we introduce a coevolutionary Pareto Diversity Optimization approach which builds on the success…

Neural and Evolutionary Computing · Computer Science 2022-04-13 Aneta Neumann , Denis Antipov , Frank Neumann

Due to the increasing demand for high performance and cost reduction within the framework of complex system design, numerical optimization of computationally costly problems is an increasingly popular topic in most engineering fields. In…

Optimization and Control · Mathematics 2018-06-12 Julien Pelamatti , Loïc Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

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

The exceptional benefits of wind power as an environmentally responsible renewable energy resource have led to an increasing penetration of wind energy in today's power systems. This trend has started to reshape the paradigms of power…

Optimization and Control · Mathematics 2014-10-01 Alvaro Lorca , Andy Sun

We address the challenge of learning safe and robust decision policies in presence of uncertainty in context of the real scientific problem of adaptive resource oversubscription to enhance resource efficiency while ensuring safety against…

Machine Learning · Computer Science 2024-01-17 Lu Wang , Mayukh Das , Fangkai Yang , Chao Duo , Bo Qiao , Hang Dong , Si Qin , Chetan Bansal , Qingwei Lin , Saravan Rajmohan , Dongmei Zhang , Qi Zhang

One of the problems in applying Genetic Algorithm is that there is some situation where the evolutionary process converges too fast to a solution which causes it to be trapped in local optima. To overcome this problem, a proper diversity in…

Neural and Evolutionary Computing · Computer Science 2011-09-02 Chaiwat Jassadapakorn , Prabhas Chongstitvatana

Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

Econometrics · Economics 2024-11-26 Karun Adusumilli , Friedrich Geiecke , Claudio Schilter

Generating various strategies for a given task is challenging. However, it has already proven to bring many assets to the main learning process, such as improved behavior exploration. With the growth in the interest of heterogeneity in…

Neural and Evolutionary Computing · Computer Science 2022-01-28 Victor Villin , Naoki Masuyama , Yusuke Nojima

The balance between convergence and diversity is a key issue of evolutionary multi-objective optimization. The recently proposed stable matching-based selection provides a new perspective to handle this balance under the framework of…

Neural and Evolutionary Computing · Computer Science 2017-01-26 Mengyuan Wu , Ke Li , Sam Kwong , Yu Zhou , Qingfu Zhang

In recent decades, cold atom experiments have become increasingly complex. While computers control most parameters, optimization is mostly done manually. This is a time-consuming task for a high-dimensional parameter space with unknown…

Quantum Physics · Physics 2013-09-03 I. Geisel , K. Cordes , J. Mahnke , S. Jöllenbeck , J. Ostermann , J. Arlt , W. Ertmer , C. Klempt