3 citations · 3 across the 5 of their papers we have counts for
5 papers
Exploring the effectiveness of surrogate-assisted evolutionary algorithms on the batch processing problem
Mohamed Z. Variawa, Terence L. Van Zyl, Matthew Woolway
Real-world optimisation problems typically have objective functions which cannot be expressed analytically. These optimisation problems are evaluated through expensive physical exp…
Pareto Driven Surrogate (ParDen-Sur) Assisted Optimisation of Multi-period Portfolio Backtest Simulations
Terence L. van Zyl, Matthew Woolway, Andrew Paskaramoorthy
Portfolio management is a multi-period multi-objective optimisation problem subject to a wide range of constraints. However, in practice, portfolio management is treated as a singl…
Surrogate Assisted Evolutionary Multi-objective Optimisation applied to a Pressure Swing Adsorption system
Liezl Stander, Matthew Woolway, Terence L. Van Zyl
Chemical plant design and optimisation have proven challenging due to the complexity of these real-world systems. The resulting complexity translates into high computational costs…
ParDen: Surrogate Assisted Hyper-Parameter Optimisation for Portfolio Selection
Terence van Zyl, Matthew Woolway, Andrew Paskaramoorthy
Portfolio optimisation is a multi-objective optimisation problem (MOP), where an investor aims to optimise the conflicting criteria of maximising a portfolio's expected return whil…
An investigation of IBM Quantum Computing device performance on Combinatorial Optimisation Problems
Maxine T. Khumalo, Hazel A. Chieza, Krupa Prag +1
The intractability of deterministic solutions in solving -Hard Combinatorial Optimisation Problems (COP) is well reported in the literature. One mechanism for overcom…