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IPCO
2004
144views Optimization» more  IPCO 2004»
15 years 7 months ago
Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems
Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
R. Ravi, Amitabh Sinha
SIAMJO
2010
128views more  SIAMJO 2010»
15 years 1 months ago
Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...
Chengjing Wang, Defeng Sun, Kim-Chuan Toh
JCAM
2011
69views more  JCAM 2011»
14 years 9 months ago
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
Koen Van Weert, Jan Dhaene, Marc J. Goovaerts
CEC
2007
IEEE
15 years 8 months ago
Flexibility of design variables to pareto-optimal solutions in multi objective optimization problems
Abstract— In this paper, we propose the concept of the flexibility of design variables to Pareto-optimal solutions in MultiObjective Optimization problems. In addition, we intro...
Tomoyuki Hiroyasu, Shinpei Chino, Mitsunori Miki
AEI
2004
150views more  AEI 2004»
15 years 6 months ago
Ant colony optimization techniques for the vehicle routing problem
This research applies the meta-heuristic method of ant colony optimization (ACO) to an established set of vehicle routing problems (VRP). The procedure simulates the decision-maki...
John E. Bell, Patrick R. McMullen