The NEWUOA which belongs to the class of Derivative-Free optimization algorithms is benchmarked on the BBOB-2009 noisefree testbed. A multistart strategy is applied with a maximum...
Abstract. We prove asymptotically optimal bounds on the Gaussian noise sensitivity of degree-d polynomial threshold functions. These bounds translate into optimal bounds on the Gau...
The paper presents the abstraction transformation which is a fundaethod for creating functions in ADATE. The use of abstraction turns out to be similar to evolution by gene duplic...
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
In this paper, we benchmark the (1+1) Evolution Strategy (ES) with one-fifth success rule which is one of the first and simplest adaptive search algorithms proposed for optimiza...