A novel approach for sensor planning, which incorporates multi-objective optimization principals into the autonomous design of sensing strategies, is presented. The study addresses...
In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...
The BFGS quasi-Newton method is benchmarked on the noiseless BBOB-2009 testbed. A multistart strategy is applied with a maximum number of function evaluations of 105 times the sea...
The generalized generation gap (G3) model of an evolutionary algorithm equipped with the parent centric crossover (PCX) is tested on the BBOB 2009 benchmark testbed. To improve it...
A partly time and space linear CMA-ES is benchmarked on the BBOB-2009 noisy function testbed. This algorithm with a multistart strategy with increasing population size solves 10 f...