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221
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WSC
2007
15 years 9 months ago
Kriging metamodeling in constrained simulation optimization: an explorative study
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...
192
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GECCO
2008
Springer
15 years 7 months ago
Particle filtering with particle swarm optimization in systems with multiplicative noise
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...
SIAMJO
2010
112views more  SIAMJO 2010»
15 years 1 months ago
A Semidefinite Relaxation Scheme for Multivariate Quartic Polynomial Optimization with Quadratic Constraints
We present a general semidefinite relaxation scheme for general n-variate quartic polynomial optimization under homogeneous quadratic constraints. Unlike the existing sum-of-squar...
Zhi-Quan Luo, Shuzhong Zhang
GECCO
2009
Springer
194views Optimization» more  GECCO 2009»
16 years 1 months ago
Combining evolution strategy and gradient descent method for discriminative learning of bayesian classifiers
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...
Xuefeng Chen, Xiabi Liu, Yunde Jia
FOCM
2010
97views more  FOCM 2010»
15 years 5 months ago
Self-Concordant Barriers for Convex Approximations of Structured Convex Sets
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...
Levent Tunçel, Arkadi Nemirovski