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SIAMSC
2010
132views more  SIAMSC 2010»
14 years 6 months ago
An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
We present a line-search algorithm for large-scale continuous optimization. The algorithm is matrix-free in that it does not require the factorization of derivative matrices. Inste...
Frank E. Curtis, Olaf Schenk, Andreas Wächter
CDC
2008
IEEE
15 years 6 months ago
The vanishing approach for the average continuous control of piecewise deterministic Markov processes
Abstract— This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP‘s) taking values in a general Borel space and ...
Oswaldo Luiz V. Costa, Francois Dufour
CEC
2007
IEEE
15 years 6 months ago
Continuous dynamic problem generators for evolutionary algorithms
— Addressing dynamic optimization problems has attracted a growing interest from the evolutionary algorithm community in recent years due to its importance in the applications of...
Renato Tinós, Shengxiang Yang
IPPS
2006
IEEE
15 years 5 months ago
Workflow fine-grained concurrency with automatic continuation
Workflow enactment systems are becoming an effective solution to ease programming, deployment and execution of distributed applications in several domains such as telecommunicatio...
Giancarlo Tretola, Eugenio Zimeo
GECCO
2004
Springer
131views Optimization» more  GECCO 2004»
15 years 5 months ago
Comparing Discrete and Continuous Genotypes on the Constrained Portfolio Selection Problem
In financial engineering the problem of portfolio selection has drawn much attention in the last decades. But still unsolved problems remain, while on the one hand the type of mod...
Felix Streichert, Holger Ulmer, Andreas Zell