In recent years, constraint solvers show increasing use in solving various open combinatorial problems, e.g., from Ramsey theory or synthesis of combinatorial designs. The similar approach can be applied to some problems related to binary linear codes, which form one of the largest families of error correcting codes used both in coding theory and in various practical applications. Thanks to a simple algebraic structure of such codes it is possible to study them using a wide range of methods. Note that even codes with the same basic parameters (length n, dimension k, minimum code distance d) can show different error correction performance, i.e., the ability to correct errors which appear in a noisy channel. In the paper, we formulate the problem of finding binary linear codes with good error correction performance as a constraint optimization problem and explore the effectiveness of modern constraint solvers on it, including SAT, MaxSAT, and CP solvers. Using the respective solvers and parallel computing, for several values of n, k, d we found the codes which are significantly better than the known in terms of their practical performance.

Symbolic regression (SR) poses a significant challenge for randomized search heuristics due to its reliance on the synthesis of expressions for input-output mappings. Although traditional genetic programming (GP) algorithms have achieved success in various domains, they exhibit limited performance when tree-based representations are used for SR. To address these limitations, we introduce a novel SR approach called Fourier Tree Growing (FTG) that draws insights from functional analysis. This new perspective enables us to perform optimization directly in a different space, thus avoiding intricate symbolic expressions. Our proposed algorithm exhibits significant performance improvements over traditional GP methods on a range of classical one-dimensional benchmarking problems. To identify and explain the limiting factors of GP and FTG, we perform experiments on a large-scale polynomials benchmark with high-order polynomials up to degree 100. To the best of the authors' knowledge, this work represents the pioneering application of functional analysis in addressing SR problems. The superior performance of the proposed algorithm and insights into the limitations of GP open the way for further advancing GP for SR and related areas of explainable machine learning.

With the goal to provide absolute lower bounds for the best possible running times that can be achieved by (1 + λ)-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes optimal expected running times and the regret values inferred when deviating from the optimal parameter choice.Our previous work is restricted to problems for which transition probabilities between different states can be expressed by relatively simple mathematical expressions. With the goal to cover broader sets of problems, we suggest in this work an extension of the dynamic programming approach to settings in which it may be difficult or impossible to compute the transition probabilities exactly, but it is possible to approximate them numerically, up to arbitrary precision, by Monte Carlo sampling.We apply our hybrid Monte Carlo dynamic programming approach to a concatenated jump function and demonstrate how the obtained bounds can be used to gain a deeper understanding into parameter control schemes.

We analyze the performance of the 2-rate (1 + λ) Evolutionary Algorithm (EA) with self-adjusting mutation rate control, its 3-rate counterpart, and a (1 + λ) EA variant using multiplicative update rules on the OneMax problem. We compare their efficiency for offspring population sizes ranging up to λ = 3, 200 and problem sizes up to n = 100,000.