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This paper presents a new algorithm, Function Optimisation by Reinforcement Learning (FORL), to solve large-scale and complex function optimisation problems, in particular for those in a high-dimensional space. FORL undertakes the dimensional search in sequence, in contrast to evolutionary algorithms (EAs) which are based on the population-based search, and has the ability of memory of history incorporated...
This paper presents a multi-objective optimisation by reinforcement learning, called MORL, to solve complex multi-objective optimisation problems, in particular those in a high-dimensional space. In MORL, the search is undertaken on individual dimension in a high-dimensional space via a path selected by an estimated path value. Path values, estimated by weighting the state values on the selected path,...
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