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IPCO
2004
144views Optimization» more  IPCO 2004»
14 years 11 months ago
Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems
Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
R. Ravi, Amitabh Sinha
SIAMJO
2010
128views more  SIAMJO 2010»
14 years 4 months ago
Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...
Chengjing Wang, Defeng Sun, Kim-Chuan Toh
JCAM
2011
69views more  JCAM 2011»
14 years 26 days ago
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
Koen Van Weert, Jan Dhaene, Marc J. Goovaerts
CEC
2007
IEEE
14 years 11 months ago
Flexibility of design variables to pareto-optimal solutions in multi objective optimization problems
Abstract— In this paper, we propose the concept of the flexibility of design variables to Pareto-optimal solutions in MultiObjective Optimization problems. In addition, we intro...
Tomoyuki Hiroyasu, Shinpei Chino, Mitsunori Miki
AEI
2004
150views more  AEI 2004»
14 years 10 months ago
Ant colony optimization techniques for the vehicle routing problem
This research applies the meta-heuristic method of ant colony optimization (ACO) to an established set of vehicle routing problems (VRP). The procedure simulates the decision-maki...
John E. Bell, Patrick R. McMullen