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For this paper, we explored the implementation of the cuckoo search algorithm applied to the capacitated vehicle routing problem. The cuckoo search algorithm was implemented with Lévy flights with the 2-opt and double-bridge operations, and with 500 iterations for each run. The algorithm was...
Persistent link: https://www.econbiz.de/10011995838
suitably restricted set. The proposed algorithm introduces a probabilistic relaxation technique that uses Dynamic Programming …
Persistent link: https://www.econbiz.de/10010326237
We present an approximation method for the hybrid flow shop scheduling problem based on relaxation and machine learning … techniques. Our model combines a suitable relaxation of the objective function to a continuous solution space with a self …
Persistent link: https://www.econbiz.de/10014542226
This paper formulates a relaxed risk parity optimization model to control the balance of risk parity violation against the total portfolio performance. Risk parity has been criticized as being overly conservative and it is improved by re-introducing the asset expected returns into the model and...
Persistent link: https://www.econbiz.de/10012611461