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While reinforcement learning (RL) holds great potential for decision making in the real world, it suffers from a number of unique difficulties which often need specific consideration. In particular: it is highly non-stationary; suffers from…

Machine Learning · Computer Science 2025-04-16 Alexander David Goldie , Chris Lu , Matthew Thomas Jackson , Shimon Whiteson , Jakob Nicolaus Foerster

Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…

Machine Learning · Statistics 2017-11-22 Matthew Norton , Akiko Takeda , Alexander Mafusalov

The effectiveness of the machine learning methods for real-world tasks depends on the proper structure of the modeling pipeline. The proposed approach is aimed to automate the design of composite machine learning pipelines, which is…

Natural Evolution Strategies (NES) is a promising framework for black-box continuous optimization problems. NES optimizes the parameters of a probability distribution based on the estimated natural gradient, and one of the key parameters…

Neural and Evolutionary Computing · Computer Science 2022-02-08 Masahiro Nomura , Isao Ono

We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…

Optimization and Control · Mathematics 2025-11-24 Johannes Nicklaus , Lea Brass , Gunnar Schubert

In recent years, to improve the evolutionary algorithms used to solve optimization problems involving a large number of decision variables, many attempts have been made to simplify the problem solution space of a given problem for the…

Neural and Evolutionary Computing · Computer Science 2021-02-25 Liang Feng , Qingxia Shang , Yaqing Hou , Kay Chen Tan , Yew-Soon Ong

We investigate the distributed online economic dispatch problem for power systems with time-varying coupled inequality constraints. The problem is formulated as a distributed online optimization problem in a multi-agent system. At each time…

Optimization and Control · Mathematics 2025-12-25 Yingjie Zhou , Xiaoqian Wang , Tao Li

When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…

Machine Learning · Computer Science 2024-08-16 Kim van den Houten , David M. J. Tax , Esteban Freydell , Mathijs de Weerdt

Different types of evolutionary algorithms have been developed for constrained continuous optimization. We carry out a feature-based analysis of evolved constrained continuous optimization instances to understand the characteristics of…

Neural and Evolutionary Computing · Computer Science 2015-06-24 Shayan Poursoltan , FranK Neumann

In this work we consider multitasking in the context of solving multiple optimization problems simultaneously by conducting a single search process. The principal goal when dealing with this scenario is to dynamically exploit the existing…

Neural and Evolutionary Computing · Computer Science 2021-08-20 Eneko Osaba , Aritz D. Martinez , Javier Del Ser

The differential evolution algorithm is applied to solve the optimization problem to reconstruct the production function (inverse problem) for the spatial Solow mathematical model using additional measurements of the gross domestic product…

Optimization and Control · Mathematics 2019-04-25 Sergey Kabanikhin , Olga Krivorotko , Maktagali Bektemessov , Zholaman Bektemessov , Shuhua Zhang

Intelligent techniques are urged to achieve automatic allocation of the computing resource in Open Radio Access Network (O-RAN), to save computing resource, increase utilization rate of them and decrease the delay. However, the existing…

Neural and Evolutionary Computing · Computer Science 2022-01-13 Gan Ruan , Leandro L. Minku , Zhao Xu , Xin Yao

Optimal well placement and well injection-production are crucial for the reservoir development to maximize the financial profits during the project lifetime. Meta-heuristic algorithms have showed good performance in solving complex,…

Neural and Evolutionary Computing · Computer Science 2022-12-16 Guodong Chen , Xin Luo , Jimmy Jiu Jiao , Xiaoming Xue

Solving constrained optimization problems by multi-objective evolutionary algorithms has scored tremendous achievements in the last decade. Standard multi-objective schemes usually aim at minimizing the objective function and also the…

Neural and Evolutionary Computing · Computer Science 2015-10-02 Tao Xu , Jun He

This paper develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve…

Optimization and Control · Mathematics 2021-11-29 Andrea Simonetto , Emiliano Dall'Anese

In scenarios where multiple decision-makers operate within a common decision space, each focusing on their own multi-objective optimization problem (e.g., bargaining games), the problem can be modeled as a multi-party multi-objective…

Neural and Evolutionary Computing · Computer Science 2025-11-04 Yuetong Sun , Peilan Xu , Wenjian Luo

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

Contextual stochastic optimization is an advanced methodology to model uncertainty in the presence of contextual information during decision planning processes. Although classical methodologies focus on minimizing the expectation of a…

Optimization and Control · Mathematics 2025-11-24 Man Yiu Tsang , Tony Sit , Hoi Ying Wong

Solving constrained multi-objective optimization problems with evolutionary algorithms has attracted considerable attention. Various constrained multi-objective optimization evolutionary algorithms (CMOEAs) have been developed with the use…

Artificial Intelligence · Computer Science 2024-02-21 Fei Ming , Wenyin Gong , Ling Wang , Yaochu Jin

Multi-tasking optimization can usually achieve better performance than traditional single-tasking optimization through knowledge transfer between tasks. However, current multi-tasking optimization algorithms have some deficiencies. For high…

Neural and Evolutionary Computing · Computer Science 2021-08-03 Zhengping Liang , Weiqi Liang , Xiuju Xu , Ling Liu , Zexuan Zhu