Gene Expression Programming (GEP) is an evolutionary algorithm that incorporates both the idea of a simple, linear chromosome of fixed length used in Genetic Algorithms (GAs) and...
Qiongyun Zhang, Chi Zhou, Weimin Xiao, Peter C. Ne...
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
We examine the sequence of local minimizers of the log-barrier function for a nonlinear program near a solution at which second-order sufficient conditions and the Mangasarian-From...
Motivated by some results for linear programs and complementarity problems, this paper gives some new characterizations of the central path conditions for semidefinite programs. Ex...
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...