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SAGA
2007
Springer
15 years 6 months ago
2007
Springer
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...
MP
2006
14 years 11 months ago
2006
Abstract. Traditional stochastic programming is risk neutral in the sense that it is concerned with the optimization of an expectation criterion. A common approach to addressing ri...
SIAMJO
2008
14 years 11 months ago
2008
We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish clo...
HIS
2009
14 years 9 months ago
2009
A Particle Swarm Optimization algorithm with feasibility-based rules (FRPSO) is proposed in this paper to solve mixed-variable optimization problems. An approach to handle various ...
ISCIS
2003
Springer
15 years 5 months ago
2003
Springer
In this paper, we study an adaptive random search method based on continuous action-set learning automaton for solving stochastic optimization problems in which only the noisecorr...