In multicriteria optimization, several objective functions, conflicting with each other, have to be minimized simultaneously. We propose a new efficient method for approximating t...
Stochastic perturbation methods can be applied to problems for which either the objective function is represented analytically, or the objective function is the result of a simula...
Inspired by bacterial motility, we propose an algorithm for adaptation over networks with mobile nodes. The nodes have limited abilities and they are allowed to cooperate with the...
This paper presents a simple, hybrid two phase global optimization algorithm called DE-PSO for solving global optimization problems. DE-PSO consists of alternating phases of Diffe...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...