This work proposes a general method to reduce the number of scenario evaluations per solution and thus improve metaheuristiciency, using a sequential sampling procedure exploiting estimates of the solutions’ expected objective values.
STILO is introduced, a MOF specifically designed for optimization under strict time limits that integrates fine-grained configuration spaces for ant colony optimization, genetic algorithm, and simulated annealing, combining existing and novel operators.
Umut Çalıkyılmaz, Nitin Nayak, S. Groppe· 0 citations
Balanced sampling aims to select random samples in which the estimated totals of the auxiliary variables, weighted by the inverse of the inclusion probabilities, correspond as closely as possible to the known population totals. While several methods, such as rejective sampling, rerandomization, and the cube method, hav...
Caren Hasler, E. Eustache, Yves Tillé· 0 citations
This paper introduces the bi-objective problem class CLIMB and analyzes the runtime of GSEMO and the widely used NSGA-II on this problem, and proves that GSEMO and NSGA-II-DYN, a version of NSGA-II with dynamic population sizes, can find the Pareto front of CLIMB in expected fitness evaluations.
The stratified sampling technique based on the Latin hypercube sampling (LHS) mechanism is added to speed up the convergence speed to the global optimum and significantly improves the sample efficiency and convergence speed.
Xingfu Wu, Chen-Xu Yang, Qiming Liu et al.· International Journal of Com...· 0 citations
The algorithm is parameterized so as to address various stochastic formulations spanning from Expectation-focused to Value-at-Risk (VaR) as well as Conditional-Value-at-Risk (CVaR) as well as Conditional-Value-at-Risk (CVaR)-focused formulations.
The goal of this review paper is to cover the present state of hybrid metaheuristics, summarising their progress, applications, and a wide range of opportunities for further research in a fast-evolving world.
M. Raji, Arjan Singh, S. Singh et al.· Indian Journal of Industrial...· 0 citations
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