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On the empirical performance of (T, s, S) heuristics
Babai, M. Zied; Syntetos, Aris A.; Teunter, Ruud H. - In: European journal of operational research : EJOR 202 (2010) 2, pp. 466-472
Persistent link: https://www.econbiz.de/10003960389
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An electromagnetism metaheuristic for the unicost set covering problem
Naji-Azimi, Zahra; Toth, Paolo; Galli, Laura - In: European journal of operational research : EJOR 205 (2010) 2, pp. 290-300
Persistent link: https://www.econbiz.de/10003961207
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Distributed optimisation of a portfolio's omega
Gilli, Manfred; Schumann, Enrico - 2008
We investigate portfolio selection with alternative objective functions in a distributed computing environment. In particular, we optimise a portfolio's 'Omega' which is the ratio of two partial moments of the returns distributions. Since finding optimal portfolios under such performance...
Persistent link: https://www.econbiz.de/10003961715
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A beam search implementation for the irregular shape packing problem
Bennell, Julia A.; Song, Xiang - In: Journal of heuristics 16 (2010) 2, pp. 167-188
Persistent link: https://www.econbiz.de/10003962528
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Ant colony optimization for the arc routing problem with intermediate facilities under capacity and length restrictions
Ghiani, Gianpaolo; Laganà, Demetrio; Laporte, Gilbert; … - In: Journal of heuristics 16 (2010) 2, pp. 211-233
Persistent link: https://www.econbiz.de/10003962531
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A heuristic for nonlinear global optimization
Bierlaire, Michel; Thémans, Michael; Zufferey, Nicolas - In: INFORMS journal on computing : JOC 22 (2010) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10003962682
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A generalized Wedelin heuristic for integer programming
Bastert, Oliver; Hummel, Benjamin; Vries, Sven de - In: INFORMS journal on computing : JOC 22 (2010) 1, pp. 93-107
Persistent link: https://www.econbiz.de/10003962689
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Metaheuristics for assortment problems with multiple quality levels
McElreath, Mark H.; Mayorga, Maria E.; Kurz, Mary E. - In: Computers & operations research : and their … 37 (2010) 10, pp. 1797-1804
Persistent link: https://www.econbiz.de/10003963195
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Near-optimal solutions for the generalized max-controlled set problem
Santos, Ivairton M.; Martinhon, Carlos A.; Ochi, Luiz Satoru - In: Computers & operations research : and their … 37 (2010) 10, pp. 1805-1813
Persistent link: https://www.econbiz.de/10003963197
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Constructing long/short portfolios with the Omega ratio
Gilli, Manfred; Schumann, Enrico; Tollo, Giacomo di; … - 2008
We construct portfolios with an alternative selection criterion, the Omega function, which can be expressed as the ratio of two partial moments of the returns distribution. Finding Omega-optimal portfolios, in particular under realistic constraints like cardinality restrictions, requires to...
Persistent link: https://www.econbiz.de/10003966094