A Local Linear Embedding (LLE) module enhances the performance of two Evolutionary Computation (EC) algorithms employed as search tools in global optimization problems. The LLE em...
As networks grow in size and complexity, network management has become an increasingly challenging task. Many protocols have tunable parameters, and optimization is the process of...
Response Surface Methodology (RSM) is a metamodelbased optimization method. Its strategy is to explore small subregions of the parameter space in succession instead of attempting ...
Stochastic local search (SLS) algorithms have recently been proven to be among the best approaches to solving computationally hard problems. SLS algorithms typically have a number...
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...