Search Results - subject:"Optimization Problems"

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Portfolio optimization based on divergence measures

Chalabi, Yohan; Wuertz, Diethelm - Volkswirtschaftliche Fakultät, … - 2012

A new portfolio selection framework is introduced where the investor seeks the allocation that is as close as possible to his "ideal" portfolio. To build such a portfolio selection framework, the f-divergence measure from information theory is used. There are many advantages to using the...

Persistent link: https://www.econbiz.de/10011112713

On the use of some tangent cones and sets in vector optimization

Giorgi, Giorgio; Zuccotti, Cesare - Dipartimento di Scienze Economiche e Aziendali, … - 2012

For various classes of vector optimization problems, necessary and sufficient optimality conditions are developed in …

Persistent link: https://www.econbiz.de/10010539820

Ant Colony Optimization: a literature survey

Monteiro, Marta S.R.; Fontes, Dalila B.M.M.; Fontes, … - Faculdade de Economia, Universidade do Porto - 2012

combinatorial optimization problems they are usually associated with large and even prohibitive running times. Heuristic methods, do … optimization problems and have been known to outperform other popular heuristics such as Genetic Algorithms. Therefore, we believe …Scientific literature is prolific both on exact and on heuristic solution methods developed to solve optimization …

Persistent link: https://www.econbiz.de/10010634127

On the use of some tangent cones and sets in vector optimization

Giorgi, Giorgio; Zuccotti, Cesare - 2012

For various classes of vector optimization problems, necessary and sufficient optimality conditions are developed in …

Persistent link: https://www.econbiz.de/10010343818

The Copula ADCC-GARCH model can help PIIGS to fly

Miralles-Quirós, José Luis; Miralles-Quirós, María … - In: Journal of international financial markets, … 50 (2017), pp. 1-12

Persistent link: https://www.econbiz.de/10011896152

Multi-directional bat algorithm for solving unconstrained optimization problems

Tawhid, Mohamed A.; Ali, Ahmed F. - In: Opsearch : journal of the Operational Research Society … 54 (2017) 4, pp. 684-705

Persistent link: https://www.econbiz.de/10011847504

p-regular nonlinearity : tangency at singularity in degenerate optimization problems

Bednarczuk, Ewa M.; Tretyakov, Alexey - In: Mathematical methods of operations research 86 (2017) 3, pp. 485-500

Persistent link: https://www.econbiz.de/10011793327

Solving the deterministic and stochastic uncapacitated facility location problem : from a heuristic to a simheuristic

Armas, Jesica de; Juan, Angel A.; Marquès, Joan M.; … - In: Journal of the Operational Research Society : OR 68 (2017) 10, pp. 1161-1176

Persistent link: https://www.econbiz.de/10011804025

Generalized marginal rate of substitution in multiconstraint consumer's problems and their reciprocal expenditure problems

Besada, Manuel; García, Javier; Mirás, Miguel; … - In: SERIEs - Journal of the Spanish Economic Association 2 (2011) 3, pp. 401-421

The aim of this paper is to explore several features concerning the generalized marginal rate of substitution (GMRS)when the consumers utility maximization problem with several constraints is formulated as a quasi-concave programming problem. We show that a point satisfying the first order...

Persistent link: https://www.econbiz.de/10010317072

Progressive-Stepping-Based Non-Dominated Sorting Genetic Algorithm for Multi-Objective Optimization

Baviskar, Akshay; Krishnapillai, Shankar - In: International Journal of Applied Evolutionary … 7 (2016) 3, pp. 17-49

-objective optimization problems (MOP's). Two algorithms are proposed based on progressive stepping mechanism, which is obtained by the …

Persistent link: https://www.econbiz.de/10012042700