Results 91 to 100 of about 52,700 (290)
ASSET ALLOCATION AND PORTFOLIO OPTIMIZATION PROBLEMS WITH METAHEURISTICS: A LITERATURE SURVEY [PDF]
Business Excellence and Management, 2013 The main objective of Markowitz work is seeking optimal allocation of wealth on a defined number of assets while minimizing risk and maximizing returns of expected portfolio.
Bilel JARRAYA
doaj
Modeling Local Search Metaheuristics Using Markov Decision Processes
AlgorithmsLocal search metaheuristics like tabu search or simulated annealing are popular heuristic optimization algorithms for finding near-optimal solutions for combinatorial optimization problems.
Rubén Ruiz-Torrubiano +3 more
doaj +1 more source
International Transactions in Operational Research, EarlyView.Abstract In response to the increasing complexity of modern products, dynamic markets, and intensified competition, project‐based organizations are actively seeking methodologies to efficiently manage their expanding project portfolios. This paper analyzes the project portfolio selection problem in uncertain environments. Despite recent advances in the
Miguel Saiz +3 more
wiley +1 more source
One-Step or Two-Step Optimization and the Overfitting Phenomenon: A Case Study on Time Series Classification [PDF]
, 2014 For the last few decades, optimization has been developing at a fast rate. Bio-inspired optimization algorithms are metaheuristics inspired by nature.
Fuad, Muhammad Marwan Muhammad
core +1 more source
International Transactions in Operational Research, EarlyView.Abstract One of the most common problems in the expansion of a company consists of deciding the most appropriate locations for their facilities. This decision problem, known as the facility location problem, has been studied from different perspectives, considering a number of different constraints.
Enrique García‐Galán +2 more
wiley +1 more source
Revista Facultad de IngenieríaCombinatorial optimization problems are prevalent in various domains, such as logistics, planning, and resource allocation. This study is essential to fields such as applied mathematics and computer science.
Mauricio Maca-Chagüendo +1 more
doaj +1 more source
Water-Based Metaheuristics: How Water Dynamics Can Help Us to Solve NP-Hard Problems
Complexity, 2019 Many water-based optimization metaheuristics have been introduced during the last decade, both for combinatorial and for continuous optimization. Despite the strong similarities of these methods in terms of their underlying natural metaphors (most of ...
Fernando Rubio, Ismael Rodríguez
doaj +1 more source
Current Trends in Simheuristics: from smart transportation to agent-based simheuristics [PDF]
, 2018 Simheuristics extend metaheuristics by adding a simulation layer that allows the optimization component to deal efficiently with scenarios under uncertainty.
Estrada-Moreno, Alejandro +4 more
core
A fast metaheuristic approach for the planar multiple obnoxious facility location problem
International Transactions in Operational Research, EarlyView.Abstract The multiple obnoxious facility location problem is one of the most studied problems in the literature of the obnoxious facility location problems family. In this work, we propose an alternative algorithmic approach for this problem, based on an efficient metaheuristic procedure over a discretization of the plane based on Voronoi diagrams ...
Sergio Salazar +2 more
wiley +1 more source