Journal: Optimization and Engineering

Found 159 papers in total
Factor-based robust index tracking
Factor-based robust index tracking
2017,
We consider a robust optimization approach for the problem of tracking a benchmark...
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
2017,
This paper proposes a multistage stochastic programming approach for the...
Enhanced indexing for risk averse investors using relaxed second order stochastic dominance
Enhanced indexing for risk averse investors using relaxed second order stochastic dominance
2017,
The less efficient markets offer scope for enhanced indexing (EI), an investment...
Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach
Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach
2017,
We propose a market‐consistent approach to the definition and construction of...
Adjusted robust mean-value-at-risk model: less conservative robust portfolios
Adjusted robust mean-value-at-risk model: less conservative robust portfolios
2017,
We examine the robust mean‐VaR portfolio optimization problem when a parametric...
Dynamic portfolio choice: a simulation-and-regression approach
Dynamic portfolio choice: a simulation-and-regression approach
2017,
Simulation‐and‐regression algorithms have become a standard tool for...
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling
2017,
We argue that sovereign debt sustainability analysis must be augmented by stochastic...
High fidelity multidisciplinary design optimization of a wing using the interaction of low and high fidelity models
High fidelity multidisciplinary design optimization of a wing using the interaction of low and high fidelity models
2016,
This paper presents an efficient metamodel building technique for solving...
Combining discrete and continuous optimization to solve kinodynamic motion planning problems
Combining discrete and continuous optimization to solve kinodynamic motion planning problems
2016,
A new approach to find the fastest trajectory of a robot avoiding obstacles, is...
An illumination problem with tradeoff between coverage of a dataset and aperture angle of a conic light beam
An illumination problem with tradeoff between coverage of a dataset and aperture angle of a conic light beam
2016,
Let { a i : i ∈ I } be a finite set in ‐ R n . The illumination problem...
Integration of expert knowledge into radial basis function surrogate models
Integration of expert knowledge into radial basis function surrogate models
2016,
A current application in a collaboration between Chalmers University of Technology and...
Parametric design and optimization of high speed train nose
Parametric design and optimization of high speed train nose
2016,
Aiming at shortening the design period and improve the design efficiency of the nose...
Discovering a junction tree behind a Markov network by a greedy algorithm
Discovering a junction tree behind a Markov network by a greedy algorithm
2013,
In our paper (2012) we introduced a special kind of k −1‐width junction...
On sparse matrix orderings in interior point methods
On sparse matrix orderings in interior point methods
2013,
The major computational task of most interior point implementations is solving systems...
Economic oriented stochastic optimization in process control using Taguchi’s method
Economic oriented stochastic optimization in process control using Taguchi’s method
2013,
The optimal operating region of complex production systems is situated close to...
Scheduling of bus maintenance by the P‐graph methodology
Scheduling of bus maintenance by the P‐graph methodology
2013,
The P‐graph (process graph) framework is applied herein for the bus maintenance...
Robust formulations for clustering‐based large‐scale classification
Robust formulations for clustering‐based large‐scale classification
2013,
Chebyshev‐inequality‐based convex relaxations of...
Gradient‐only approaches to avoid spurious local minima in unconstrained optimization
Gradient‐only approaches to avoid spurious local minima in unconstrained optimization
2013,
We reflect on some theoretical aspects of gradient‐only optimization for the...
Application of the Harmony Search optimization algorithm for the solution of the multiple dam system scheduling
Application of the Harmony Search optimization algorithm for the solution of the multiple dam system scheduling
2013,
During the last few years Harmony Search Algorithm (HSA), a new optimization...
A k, k‐e optimality selection based multi objective genetic algorithm with applications to vehicle engineering
A k, k‐e optimality selection based multi objective genetic algorithm with applications to vehicle engineering
2013,
In the paper, a multi objective genetic algorithm based on the concept of...
Production scheduling with uncertain supply: a new solution to the open pit mining problem
Production scheduling with uncertain supply: a new solution to the open pit mining problem
2013,
The annual production scheduling of open pit mines determines an optimal sequence for...
Wind turbine design through evolutionary algorithms based on surrogate CFD methods
Wind turbine design through evolutionary algorithms based on surrogate CFD methods
2013,
An automatic design environment using evolutionary techniques has been developed for...
POS3POLY–a MATLAB preprocessor for optimization with positive polynomials
POS3POLY–a MATLAB preprocessor for optimization with positive polynomials
2013,
Positive polynomials, relaxed to sum‐of‐squares in the multivariate...
A distributed algorithm for fitting generalized additive models
A distributed algorithm for fitting generalized additive models
2013,
Generalized additive models are an effective regression tool, popular in the...
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