We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
We introduce a novel global optimization method called Continuous GRASP (C-GRASP) which extends Feo and Resende’s greedy randomized adaptive search procedure (GRASP) from the dom...
We consider the problem of preemptive scheduling on uniformly related machines. We present a semi-online algorithm which, if the optimal makespan is given in advance, produces an ...
In this paper, we review parallel search techniques for approximating the global optimal solution of combinatorial optimization problems. Recent developments on parallel implementa...
Panos M. Pardalos, Leonidas S. Pitsoulis, Thelma D...
Abstract--The constrained optimization with differential evolution (DE) is addressed. A novel variant of competitive differential evolution with a hybridized search of feasibility ...