昂贵优化问题(Expensive Optimization Problem，EOP)是指在评估待选解决方案时，需要付出昂贵甚至难以承担的成本的一类最优化问题。随着社会的不断进步，以及智慧城市、物联网、大数据时代等带来的新兴挑战，更高效地解决EOP问题正成为推动各领域繁荣发展的必要条件 ...

Optimal control problems, which form a central pillar in applied mathematics and engineering, involve determining control strategies that steer physical, economic or biological systems to achieve a ...

Real-world optimization problems often require an external “modeling engine” that computes fitnesses or data that are then input to an objective function. These programs often have much longer ...

There are, generally speaking, two types of people in the mathematical optimization software field: • Optimization solver developers: The technical experts who devise and implement the algorithms that ...

In this paper we consider a method of solving optimal stopping problems in discrete and continuous time based on their dual representation. A novel and generic simulation-based optimization algorithm ...

Over the course of my 25-year career in the mathematical optimization software industry, I’ve lost count of how many times I’ve been asked this question: “Can you tell me what mathematical ...

Bicycle sharing systems have become an attractive option to alleviate traffic in congested cities. However, rebalancing the number of bikes at each port as time passes is essential, and finding the ...

Hyped as the solution to many problems – both hard and easy – quantum-enhanced optimization is a burgeoning research field. But with untrainable circuits, “barren plateaus” and deceptive local minimas ...

An optimization problem is one where you have to make the best decision (choose the best investments, minimize your company’s costs, find the class schedule with the fewest morning classes, or so on).