This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system ...
William E. Biles, Jack P. C. Kleijnen, Wim C. M. V...
We propose a Particle Filter model that incorporates Particle Swarm Optimization for predicting systems with multiplicative noise. The proposed model employs a conventional multio...
A. D. Klamargias, Konstantinos E. Parsopoulos, Phi...
We present a general semidefinite relaxation scheme for general n-variate quartic polynomial optimization under homogeneous quadratic constraints. Unlike the existing sum-of-squar...
The optimization method is one of key issues in discriminative learning of pattern classifiers. This paper proposes a hybrid approach of the Covariance Matrix Adaptation Evolution...
We show how to approximate the feasible region of structured convex optimization problems by a family of convex sets with explicitly given and efficient (if the accuracy of the ap...