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EOR
2008
156views more  EOR 2008»
15 years 3 months ago
Ant colony optimization for continuous domains
In this paper we present an extension of ant colony optimization (ACO) to continuous domains. We show how ACO, which was initially developed to be a metaheuristic for combinatoria...
Krzysztof Socha, Marco Dorigo
CORR
2007
Springer
94views Education» more  CORR 2007»
15 years 3 months ago
Paging and Registration in Cellular Networks: Jointly Optimal Policies and an Iterative Algorithm
— This paper explores optimization of paging and registration policies in cellular networks. Motion is modeled as a discrete-time Markov process, and minimization of the discount...
Bruce Hajek, Kevin Mitzel, Sichao Yang
MP
2006
110views more  MP 2006»
15 years 3 months ago
Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems
In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensurin...
Aharon Ben-Tal, Stephen Boyd, Arkadi Nemirovski
INFORMS
2007
150views more  INFORMS 2007»
15 years 3 months ago
SSPMO: A Scatter Tabu Search Procedure for Non-Linear Multiobjective Optimization
— We describe the development and testing of a metaheuristic procedure, based on the scatter search methodology, for the problem of approximating the efficient frontier of nonlin...
Julián Molina Luque, Manuel Laguna, Rafael ...
MANSCI
2007
70views more  MANSCI 2007»
15 years 3 months ago
Optimal Risk Taking with Flexible Income
We study the portfolio selection problem of an investor who can optimally exert costly effort for more income. The possibility of generating more income, if necessary, increases ...
Jaksa Cvitanic, Levon Goukasian, Fernando Zapatero