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EOR
2008
200views more  EOR 2008»
13 years 4 months ago
General variable neighborhood search for the continuous optimization
We suggest a new heuristic for solving unconstrained continuous optimization problems. It is based on a generalized version of the variable neighborhood search metaheuristic. Diff...
Nenad Mladenovic, Milan Drazic, Vera Kovacevic-Vuj...
EOR
2008
85views more  EOR 2008»
13 years 4 months ago
The Linear Ordering Problem with cumulative costs
Several optimization problems require finding a permutation of a given set of items that minimizes a certain cost function. These problems are naturally modelled in graph-theory t...
Livio Bertacco, Lorenzo Brunetta, Matteo Fischetti
EOR
2008
133views more  EOR 2008»
13 years 4 months ago
Investigating a hybrid simulated annealing and local search algorithm for constrained optimization
Constrained Optimization Problems (COP) often take place in many practical applications such as kinematics, chemical process optimization, power systems and so on. These problems ...
Chandra Sekhar Pedamallu, Linet Özdamar
CORR
2008
Springer
129views Education» more  CORR 2008»
13 years 4 months ago
Evolving Dynamic Change and Exchange of Genotype Encoding in Genetic Algorithms for Difficult Optimization Problems
The application of genetic algorithms (GAs) to many optimization problems in organizations often results in good performance and high quality solutions. For successful and efficien...
Maroun Bercachi, Philippe Collard, Manuel Clergue,...
CORR
2010
Springer
142views Education» more  CORR 2010»
13 years 4 months ago
Integrality Gaps of Linear and Semi-definite Programming Relaxations for Knapsack
Recent years have seen an explosion of interest in lift and project methods, such as those proposed by Lov
Anna R. Karlin, Claire Mathieu, C. Thach Nguyen
COR
2008
116views more  COR 2008»
13 years 4 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
COR
2010
150views more  COR 2010»
13 years 4 months ago
Black box scatter search for general classes of binary optimization problems
The purpose of this paper is to apply the scatter search methodology to general classes of binary problems. We focus on optimization problems for which the solutions are represent...
Francisco Gortázar, Abraham Duarte, Manuel ...
CCE
2008
13 years 4 months ago
Chance constrained programming approach to process optimization under uncertainty
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...
Pu Li, Harvey Arellano-Garcia, Günter Wozny
GECCO
2008
Springer
131views Optimization» more  GECCO 2008»
13 years 5 months ago
A new memetic strategy for the numerical treatment of multi-objective optimization problems
In this paper we propose a novel iterative search procedure for multi-objective optimization problems. The iteration process – though derivative free – utilizes the geometry o...
Oliver Schütze, Gustavo Sanchez, Carlos A. Co...
WSC
2004
13 years 5 months ago
Simulation Optimization Using Balanced Explorative and Exploitative Search
We present a new random search method for solving simulation optimization problems. Our approach emphasizes the need for maintaining the right balance between exploration and expl...
Andrei A. Prudius, Sigrún Andradótti...