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» SWAF: Swarm Algorithm Framework for Numerical Optimization
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IJPP
2010
137views more  IJPP 2010»
14 years 8 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
LSSC
2007
Springer
15 years 3 months ago
Optimization Based Stabilization of Nonlinear Control Systems
We present a general framework for analysis and design of optimization based numerical feedback stabilization schemes utilizing ideas from relaxed dynamic programming. The applicat...
Lars Grüne
DLOG
2008
14 years 12 months ago
A Hybrid Tableau Algorithm for ALCQ
Abstract. We propose an approach for extending a tableau-based satisfiability algorithm by an arithmetic component. The result is a hybrid satisfiability algorithm for the Descript...
Jocelyne Faddoul, Nasim Farsinia, Volker Haarslev,...
GECCO
2007
Springer
149views Optimization» more  GECCO 2007»
15 years 3 months ago
Informative performance metrics for dynamic optimisation problems
Existing metrics for dynamic optimisation are designed primarily to rate an algorithm’s overall performance. These metrics show whether one algorithm is better than another, but...
Stefan Bird, Xiaodong Li
93
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GECCO
2005
Springer
220views Optimization» more  GECCO 2005»
15 years 3 months ago
Scale invariant pareto optimality: a meta--formalism for characterizing and modeling cooperativity in evolutionary systems
This article describes a mathematical framework for characterizing cooperativity in complex systems subject to evolutionary pressures. This framework uses three foundational compo...
Mark Fleischer