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GECCO
2006
Springer
143views Optimization» more  GECCO 2006»
15 years 1 months ago
Hybrid search for cardinality constrained portfolio optimization
In this paper, we describe how a genetic algorithm approach added to a simulated annealing (SA) process offers a better alternative to find the mean variance frontier in the portf...
Miguel A. Gomez, Carmen X. Flores, Maria A. Osorio
ICCSA
2004
Springer
15 years 3 months ago
A Robust and Fast Algorithm for Computing Exact and Approximate Shortest Visiting Routes
Abstract. Given a simple n-sided polygon in the plane with a boundary partitioned into subchains some of which are convex and colored, we consider the following problem: Which is t...
Håkan Jonsson
COR
2008
97views more  COR 2008»
14 years 10 months ago
To be fair or efficient or a bit of both
Introducing a new concept of (, )-fairness, which allows for a bounded fairness compromise, so that a source is allocated a rate neither less than 0 1, nor more than 1, times...
Moshe Zukerman, Musa Mammadov, Liansheng Tan, Irad...
SIAMJO
2010
133views more  SIAMJO 2010»
14 years 8 months ago
Infeasibility Detection and SQP Methods for Nonlinear Optimization
This paper addresses the need for nonlinear programming algorithms that provide fast local convergence guarantees no matter if a problem is feasible or infeasible. We present an a...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal
AMC
2005
112views more  AMC 2005»
14 years 9 months ago
Mechanization for solving SPP by reducing order method
In this paper, by using the theories and methods of mathematical analysis and computer algebra, a reliable algorithm of reduction of order approximation method for solving singula...
Zhenqing Li, Weiming Wang