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HEURISTICS
2008
120views more  HEURISTICS 2008»
15 years 2 months ago
A local linear embedding module for evolutionary computation optimization
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...
Fabio Boschetti
132
Voted
CCR
2007
85views more  CCR 2007»
15 years 2 months ago
Don't optimize existing protocols, design optimizable protocols
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...
Jiayue He, Jennifer Rexford, Mung Chiang
119
Voted
WSC
2007
15 years 4 months ago
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization
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 ...
Kuo-Hao Chang, L. Jeff Hong, Hong Wan
AI
2008
Springer
15 years 2 months ago
Understanding the role of noise in stochastic local search: Analysis and experiments
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...
Ole J. Mengshoel
IOR
2006
91views more  IOR 2006»
15 years 2 months ago
Robust One-Period Option Hedging
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 ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen