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AAAI
2008
15 years 13 days ago
Expressive Banner Ad Auctions and Model-Based Online Optimization for Clearing
We present the design of a banner advertising auction which is considerably more expressive than current designs. We describe a general model of expressive ad contracts/bidding an...
Craig Boutilier, David C. Parkes, Tuomas Sandholm,...
WSC
2008
15 years 13 days 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
CPAIOR
2010
Springer
15 years 2 months ago
Strong Combination of Ant Colony Optimization with Constraint Programming Optimization
We introduce an approach which combines ACO (Ant Colony Optimization) and IBM ILOG CP Optimizer for solving COPs (Combinatorial Optimization Problems). The problem is modeled using...
Madjid Khichane, Patrick Albert, Christine Solnon
95
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CORR
2010
Springer
182views Education» more  CORR 2010»
14 years 10 months ago
SPOT: An R Package For Automatic and Interactive Tuning of Optimization Algorithms by Sequential Parameter Optimization
The sequential parameter optimization (spot) package for R (R Development Core Team, 2008) is a toolbox for tuning and understanding simulation and optimization algorithms. Model-...
Thomas Bartz-Beielstein
ASIAMS
2008
IEEE
15 years 4 months ago
Optimization of a Kraft Pulping System: Using Particle Swarm Optimization and Differential Evolution
Expectation of profit is the economic driving force motivating business activity in a free-enterprise economy. An increase in this profit for a given organization can be accomplis...
Millie Pant, Radha Thangaraj, Ajith Abraham