Journal: Computational Optimization and Applications

Found 579 papers in total
A robust sequential quadratic programming method for mathematical programs with linear complementarity constraints
A robust sequential quadratic programming method for mathematical programs with linear complementarity constraints
2006,
The relationship between the mathematical program with linear complementarity...
A hybrid metaheuristic for the quadratic assignment problem
A hybrid metaheuristic for the quadratic assignment problem
2006,
The quadratic assignment problem (QAP) is known to be NP-hard. We propose a hybrid...
A dual-objective evolutionary algorithm for rules extraction in data mining
A dual-objective evolutionary algorithm for rules extraction in data mining
2006,
This paper presents a dual-objective evolutionary algorithm (DOEA) for extracting...
A constraint programming approach to extract the maximum number of non-overlapping test forms
A constraint programming approach to extract the maximum number of non-overlapping test forms
2006,
This paper introduces a novel approach for extracting the maximum number of...
On generalizations of the Frank–Wolfe theorem to convex and quasi-convex programs
On generalizations of the Frank–Wolfe theorem to convex and quasi-convex programs
2006,
In this paper we are concerned with the problem of boundedness and the existence of...
A reactive local search-based algorithm for the multiple-choice multi-dimensional knapsack problem
A reactive local search-based algorithm for the multiple-choice multi-dimensional knapsack problem
2006,
In this paper, we approximately solve the multiple-choice multi-dimensional knapsack...
Lower bound improvement and forcing rule for quadratic binary programming
Lower bound improvement and forcing rule for quadratic binary programming
2006,
In this paper several equivalent formulations for the quadratic binary programming...
Fix and relax heuristic for a stochastic lot-sizing problem
Fix and relax heuristic for a stochastic lot-sizing problem
2006,
This paper addresses a particular stochastic lot-sizing and scheduling problem. The...
Dynamic programming algorithms for generating optimal strip layouts
Dynamic programming algorithms for generating optimal strip layouts
2006,
This paper presents dynamic programming algorithms for generating optimal strip...
A semidefinite programming based polyhedral cut and price approach for the maxcut problem
A semidefinite programming based polyhedral cut and price approach for the maxcut problem
2006,
We investigate solution of the maximum cut problem using a polyhedral cut and price...
A local relaxation approach for the siting of electrical substations
A local relaxation approach for the siting of electrical substations
2006,
The siting and sizing of electrical substations on a rectangular electrical grid can...
A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities
A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities
2005,
The question of optimal strategic asset allocation for investors with behavioural...
Optimization of a long–short portfolio under nonconvex transaction cost
Optimization of a long–short portfolio under nonconvex transaction cost
2005,
The purpose of this paper is to propose a practical branch and bound algorithm for...
On extending the linear programming computable risk measures to account downside risk
On extending the linear programming computable risk measures to account downside risk
2005,
A mathematical model of portfolio optimization is usually quantified with mean-risk...
Measuring risk for income streams
Measuring risk for income streams
2005,
A measure of risk is introduced for a sequence of random incomes adapted to some...
Minimizing labor requirements in a periodic vehicle loading problem
Minimizing labor requirements in a periodic vehicle loading problem
2005,
In this paper, we address a logistics problem that a manufacturer of auto parts in the...
Iterative convex quadratic approximation for global optimization in protein docking
Iterative convex quadratic approximation for global optimization in protein docking
2005,
An algorithm for finding an approximate global minimum of a funnel shaped function...
Optimal security liquidation algorithms
Optimal security liquidation algorithms
2005,
This paper develops trading strategies for liquidation of a financial security, which...
Multiperiod portfolio optimization with terminal liability: Bounds for the convex case
Multiperiod portfolio optimization with terminal liability: Bounds for the convex case
2005,
This paper is concerned with an investor trading in multiple securities over many time...
A branch-and-cut algorithm for the median-path problem
A branch-and-cut algorithm for the median-path problem
2005,
The Median-Path problem consists of locating an st -path on a network, minimizing a...
Hyper-sparsity in the revised simplex method and how to exploit it
Hyper-sparsity in the revised simplex method and how to exploit it
2005,
The revised simplex method is often the method of choice when solving large scale...
Expanding neighborhood GRASP for the traveling salesman problem
Expanding neighborhood GRASP for the traveling salesman problem
2005,
In this paper, we present the application of a modified version of the well known...
Shunting minimal rail car allocation
Shunting minimal rail car allocation
2005,
We consider the rail car management at industrial in-plant railroads. Demands for...
A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
2005,
This paper discusses a special class of mathematical programs with nonlinear...
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