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For this paper, we explored the implementation of the cuckoo search algorithm applied to the capacitated vehicle routing problem. The cuckoo search algorithm was implemented with Lévy flights with the 2-opt and double-bridge operations, and with 500 iterations for each run. The algorithm was...
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stretched exponential relaxation. Although it was also originally proposed as a strictly empirical expression, stretched … in the Phillips model. One key difference between stretched exponential relaxation and Weibull fracture statistics is the … to the stretching relaxation exponent. …
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This paper formulates a relaxed risk parity optimization model to control the balance of risk parity violation against the total portfolio performance. Risk parity has been criticized as being overly conservative and it is improved by re-introducing the asset expected returns into the model and...
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