Search Results - subject:"Binary optimization"

Quadratic unconstrained binary optimization approach for incorporating solvency capital into portfolio optimization

Turkalj, Ivica; Assadsolimani, Mohammad; Braun, Markus; … - In: Risks : open access journal 12 (2024) 2, pp. 1-17

, it allows the problem to be formulated as a quadratic unconstrained binary optimization (QUBO), which benefits from the …

Persistent link: https://www.econbiz.de/10014497399

A large population island framework for the unconstrained binary quadratic problem

Goudet, Olivier; Goëffon, Adrien; Hao, Jin-Kao - In: Computers & operations research : an international journal 168 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014566996

Tabu search exploiting local optimality in binary optimization

Hanafi, Saïd; Wang, Yang; Glover, Fred; Yang, Wei; … - In: European journal of operational research : EJOR 308 (2023) 3, pp. 1037-1055

Persistent link: https://www.econbiz.de/10014311875

Oracle-based algorithms for binary two-stage robust optimization

Kämmerling, Nicolas; Kurtz, Jannis - In: Computational Optimization and Applications 77 (2020) 2, pp. 539-569

In this work we study binary two-stage robust optimization problems with objective uncertainty. We present an algorithm to calculate efficiently lower bounds for the binary two-stage robust problem by solving alternately the underlying deterministic problem and an adversarial problem. For the...

Persistent link: https://www.econbiz.de/10014504315

On the design of R-based scalable frameworks for data science applications

Theußl, Stefan Peter - 2020

Persistent link: https://www.econbiz.de/10012194139

The Quadratic Unconstrained Binary Optimization Problem : Theory, Algorithms, and Applications

Punnen, Abraham P. (ed.) - 2022

The quadratic binary optimization problem (QUBO) is a versatile combinatorial optimization model with a variety of … partitioning problem, maximum cut problem, quadratic assignment problem, the bipartite unconstrained binary optimization problem …

Persistent link: https://www.econbiz.de/10013284769

V-shaped BAS : applications on large portfolios selection problem

Mourtas, Spyridon D.; Katsikis, Vasilios N. - In: Computational economics 60 (2022) 4, pp. 1353-1373

Persistent link: https://www.econbiz.de/10013445763

Learning generalized strong branching for set covering, set packing, and 0-1 knapsack problems

Yang, Yu; Boland, Natashia; Dilkina, Bistra; … - In: European journal of operational research : EJOR 301 (2022) 3, pp. 828-840

Persistent link: https://www.econbiz.de/10013267791

Template-based minor embedding for adiabatic quantum optimization

Serra, Thiago; Huang, Teng; Raghunathan, Arvind U.; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 427-439

Persistent link: https://www.econbiz.de/10013359081

Correlation diversified passive portfolio strategy based on permutation of assets

Sakurai, Yutaka; Yuki, Yusuke; Katsuki, Ryota; Yazane, … - In: The journal of investment strategies 10 (2021) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10013270033