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The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?

Financial Analysts Journal, 1989
The indifference of many investment practitioners to mean-variance optimization technology, despite its theoretical appeal, is understandable in many cases. The major problem with MV optimization is its tendency to maximize the effects of errors in the input assumptions.
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On the optimality of A∗

Artificial Intelligence, 1977
Abstract After discussing difficulties with previous proofs of A ∗ 's optimality, new proofs are presented. In addition, examples are used to show: (1) that the value of (hn) may be a function of the state of the search as well as the available heuristic information and (2) that there exist admissible search algorithms which can not be simulated by ...
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Optimal harvesting and optimal vaccination

Mathematical Biosciences, 2007
Two optimization problems are considered: Harvesting from a structured population with maximal gain subject to the condition of non-extinction, and vaccinating a population with prescribed reduction of the reproduction number of the disease at minimal costs.
Hadeler, K. P., Müller, J.
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Optimal floorplan area optimization

IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems, 1992
An optimal algorithm for the floorplan area optimization problem is presented. The algorithm is based on an extension of the technique of L. Stockmeyer (1983). Experimental results indicate that the authors' algorithm is efficient and capable of successfully handling large floor plans.
Ting-Chi Wang, Martin D. F. Wong
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Optimal optimism

Business Strategy Review, 2007
A positive outlook can be a powerful force in business. But what if someone's optimism is unrealistic, unfounded or excessive?Rose Trevelyan says the results can be lethal. So, how can you be optimistic without being overconfident?
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The optimism of will

1998
Will Hutton’s book The State We’re In, published in January 1995, advocated stakeholding as an antidote to the divisive effects of unfettered markets, and the recipe for social cohesion and inclusion. It far outsold the Borrie and Rowntree Reports. By 1997, Social Justice had sold 12400 copies, and Rowntree just over 3000.
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Multipopulation Optimization for Multitask Optimization

2019 IEEE Congress on Evolutionary Computation (CEC), 2019
Currently, the most of multitask evolutionary algorithms views multiple tasks as factors influencing the evolution of individuals. However, this consideration causes difficulty to assign fitness to individuals, because an individual which performs well on one task can have a bad performance on another task. To avoid this difficulty, this paper proposes
Zedong Tang   +4 more
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Optimism

American Journal of Roentgenology, 2008
Lauren M, Burns, Richard B, Gunderman
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On Optimality Conditions in Quasidifferentiable Optimization

SIAM Journal on Control and Optimization, 1984
A class of quasidifferentiable functions, whose directional derivatives are representable as a difference of two sublinear functions, is introduced. An optimization problem subject to quasidifferentiable equality and inequality constraints is studied. Optimality conditions for this problem are given in terms of sets inclusion.
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Recent Advances in Bayesian Optimization

ACM Computing Surveys, 2023
Sebastian Schmitt   +2 more
exaly  

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