On maximum speedup ratio of restart algorithm portfolios
Year of publication: |
2013
|
---|---|
Authors: | Mostovyi, Oleksii ; Prokopyev, Oleg A. ; Shylo, Oleg V. |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 25.2013, 2, p. 222-229
|
Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Algorithmus | Algorithm |
-
Schroeder, Pascal, (2019)
-
An online portfolio selection algorithm with regret logarithmic in price variation
Hazan, Elad, (2015)
-
MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole, (2009)
- More ...
-
On Maximum Speedup Ratio of Restart Algorithm Portfolios
Mostovyi, Oleksii, (2013)
-
Solving weighted MAX-SAT via global equilibrium search
Shylo, Oleg V., (2008)
-
On algorithm portfolios and restart strategies
Shylo, Oleg V., (2011)
- More ...