Search Results - subject:"real world constraints"

Portfolio optimization under Solvency II : a multi-objective approach incorporating market views and real-world constraints

Di Francesco, Marco - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 269-294

Persistent link: https://www.econbiz.de/10012587842

Differential Evolution for Multiobjective Portfolio Optimization

Krink, Thiemo; Paterlini, Sandra - Dipartimento di Economia "Marco Biagi", Università … - 2008

, managers have often to face real-world constraints, which are typically non-linear. Hence, conventional optimization techniques …

Persistent link: https://www.econbiz.de/10005636182

Integer programming models for round robin tournaments

Briskorn, Dirk; Drexl, Andreas - 2006

Generally speaking in sports competition a number of teams play against each other over a period of time according to a certain scheme. The round robin scheme is very popular in many team sports like soccer and basketball. In this paper we study several basic variants of round robin tournaments....

Persistent link: https://www.econbiz.de/10011558821

Integer programming models for round robin tournaments

Briskorn, Dirk; Drexl, Andreas - 2006

Persistent link: https://www.econbiz.de/10011723710

Multiobjective optimization using differential evolution for real-world portfolio optimization

Krink, Thiemo; Paterlini, Sandra - In: Computational Management Science 8 (2011) 1, pp. 157-179

Persistent link: https://www.econbiz.de/10008925146

Differential Evolution for Multiobjective Portfolio Optimization

Krink, Thiemo; Paterlini, Sandra - Dipartimento di Economia "Marco Biagi", Università … - 2008

, managers have often to face real-world constraints, which are typically non-linear. Hence, conventional optimization techniques …

Persistent link: https://www.econbiz.de/10005636169