Abstract- This paper presents an approach of using Differential Evolution (DE) to solve dynamic optimization problems. Careful setting of parameters is necessary for DE algorithms ...
We consider the optimal computing budget allocation (OCBA) problem where the simulated designs are correlated. The exact optimal allocation is presented for two designs, and an ap...
Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiao...
Given the return series for a set of instruments, a trading strategy is a switching function that transfers wealth from one instrument to another at specified times. We present ef...
Given a set of objects with profits (any, even negative, numbers) assigned not only to separate objects but also to pairs of them, the unconstrained binary quadratic optimization p...
Abstract. Global optimization seeks a minimum or maximum of a multimodal function over a discrete or continuous domain. In this paper, we propose a hybrid heuristic – based on th...
Ernesto G. Birgin, Erico M. Gozzi, Mauricio G. C. ...