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In this paper we have proposed a method to conduct the ordinal canonical correlation analysis (OCCA) that yields ordinal canonical variates and the coefficient of correlation between them, which is analogous to (and a generalization of) the rank correlation coefficient of Spearman. The ordinal...
Persistent link: https://www.econbiz.de/10005616629
The objective of this paper is to introduce a new population-based (stochastic) heuristic to search the global optimum of a (continuous) multi-modal function and to assess its performance (on a fairly large number of benchmark functions) vis-à-vis that of two other well-established and very...
Persistent link: https://www.econbiz.de/10005616773
algorithm (GA)and/or Simulated annealing (SA) method. We append the (Fortran) computer program that we have developed and used …
Persistent link: https://www.econbiz.de/10005836253
This paper aims at comparing the performance of the Differential Evolution (DE) and the Repulsive Particle Swarm (RPS) methods of global optimization. To this end, some relatively difficult test functions have been chosen. Among these test functions, some are new while others are well known in...
Persistent link: https://www.econbiz.de/10005836802