M2 AIC: Advanced Optimization


Université Paris-Saclay, Nov. 2019 - Feb. 2020

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Exercises


During the course, you will find here the documents for the theoretical and practical exercises.


November 27, 2019 - Pure Random Search and (1+1)EA on ONEMAX

The Pure Random Search (PRS) and the (1+1)EA are some of the simplest randomized search heuristics which are simple enough to understand their behaviour theoretically on simple functions. In this exercise, we investigate their ability to optimize the ONEMAX function---both experimentally and theoretically.


Exercise sheet
Jupyter notebook with solution

December 4, 2019 - An Evolutionary Algorithm for the TSP

The goal of this exercise is to showcase how easy it is to implement an evolutionary algorithm from scratch for the traveling salesperson problem (TSP) and understand its basic working principles and their influence on the algorithm performance.


Exercise sheet
Jupyter notebook with a possible solution

December 11 and December 16, 2019 - Weighted Sum on COCO

In this exercise, we plan to implement a simple weighted sum and benchmark it on the bbob-biobj-ext suite of the COCO platform.


Python skeleton of example experiment
Python code of a (very simple) weighted sum approach

January 8, 2020 - Continuous Optimization

This exercise consists of several questions around adaptive stepsize algorithms and CMA-ES in particular.


Exercise sheet

Last updated: Tue, 07 Jan 2020 15:12