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A multi-objective evolutionary algorithm for facility dispersion under conditions of spatial uncertainty
Wei, Ran; Murray, Alan T. - In: Journal of the Operational Research Society : OR 65 (2014) 7, pp. 1133-1142
Persistent link: https://www.econbiz.de/10010376595
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An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems : some theoretical and experimental aspects
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: European journal of operational research : EJOR 204 (2010) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10003946641
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Robust portfolio optimization with a hybrid heuristic algorithm
Fastrich, Björn; Winker, Peter - In: Computational Management Science : CMS 9 (2012) 1, pp. 63-88
Persistent link: https://www.econbiz.de/10009426597
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Preference-inspired co-evolutionary algorithms using weight vectors
Wang, Rui; Purshouse, Robin C.; Fleming, Peter J. - In: European journal of operational research : EJOR 243 (2015) 2, pp. 423-441
Persistent link: https://www.econbiz.de/10010510087
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D- and I-optimal design of mixture experiments in the presence of ingredient availability constraints
Syafitri, Utami; Sartono, Bagus; Goos, Peter - 2015
Persistent link: https://www.econbiz.de/10010486239
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Computational experiments with a cutting-plane algorithm for a time-indexed formulation
Berghman, Lotte; Spieksma, Frits C. R. - 2012
Persistent link: https://www.econbiz.de/10009673633
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Linear Algorithm for Portfolio Optimization with Third-Order Stochastic Dominance
Fang, Yi - 2018
transformation, we develop a linear algorithm of TSD. Furthermore, we refine the "superconvex" TSD of Post and Kopa (2017) and …
Persistent link: https://www.econbiz.de/10012911538
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Optimal Exact Experimental Designs with Correlated Errors Through a Simulated Annealing Algorithm
Angelis, L. - 2018
existence of correlated errors with known correlation structure. A simulated annealing algorithm has been developed andapplied … is presented and a method of self-improvement of the algorithm is suggested via a series of repeated executions. Finally …, a version of the SA algorithm is used to find optimal exact designs in the case of continuous observations with known …
Persistent link: https://www.econbiz.de/10012923864
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Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm
Drenovak, Mikica; Rankovic, Vladimir; Urošević, Branko; … - 2021
performed utilizing a multi-objective evolutionary algorithm on a sample of S&P 100 constituents. Our optimization procedure …
Persistent link: https://www.econbiz.de/10013215136
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Optimal solutions for online conversion problems with interrelated prices
Schroeder, Pascal; Kacem, Imed - In: Operational research : an international journal 22 (2022) 1, pp. 423-448
Persistent link: https://www.econbiz.de/10013173293