Kellezi, Evis; Gilli, Manfred - 2000
. In
such situations classical optimization methods fail to work efficiently and heuristic
optimization techniques can be … Measures, Heuristic Optimization,
Threshold Accepting.
Executive Summary
Mean-variance optimization is certainly the most … constraints,
etc.
In this paper, we illustrate how a heuristic optimization algorithm, called threshold
accepting, can be …