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MOR
2006
95views more  MOR 2006»
15 years 4 months ago
An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
In multicriteria optimization, several objective functions, conflicting with each other, have to be minimized simultaneously. We propose a new efficient method for approximating t...
Jörg Fliege
JORS
2011
67views more  JORS 2011»
14 years 11 months ago
Robust parameter design optimization of simulation experiments using stochastic perturbation methods
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...
A. K. Miranda, E. Del Castillo
ICASSP
2011
IEEE
14 years 7 months ago
Bio-inspired cooperative optimization with application to bacteria motility
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...
Jianshu Chen, Ali H. Sayed
ICDIM
2008
IEEE
15 years 10 months ago
Hybrid differential evolution - Particle Swarm Optimization algorithm for solving global optimization problems
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...
Millie Pant, Radha Thangaraj, Crina Grosan, Ajith ...
WSC
2008
15 years 6 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
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...
Sandeep Juneja