17543 search results - page 31 / 3509 » Stochastic Optimization Algorithms |
143
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SAGA
2007
Springer
15 years 8 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...
119
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MP
2006
15 years 2 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...
101
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SIAMJO
2008
15 years 2 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...
119
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HIS
2009
15 years 9 days 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 ...
122
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ISCIS
2003
Springer
15 years 7 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...