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• Selection of parallel portfolios

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Given a portfolio P {\displaystyle {\mathcal {P}}} of algorithms A ∈ ∈ P {\displaystyle {\mathcal {A}}\in {\mathcal {P}}} , a set of instances i ∈ ∈ I {\displaystyle i\in {\mathcal {I}}} and a cost metric m : P × × I → → R {\displaystyle m:{\mathcal {P}}\times {\mathcal {I}}\to \mathbb {R} } , the algorithm selection problem consists of finding a mapping s : I → → P {\displaystyle s:{\mathcal {I}}\to {\mathcal {P}}} from instances I {\displaystyle {\mathcal {I}}} to algorithms P {\displaystyle {\mathcal {P}}} such that the cost ∑ ∑ i ∈ ∈ I m ( s ( i ) , i ) {\displaystyle \sum _{i\in {\mathcal {I}}}m(s(i),i)} across all instances is optimized.cite-ref-1[1]cite-ref-2[2]

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