Výsledky vyhledávání - constrained quadratic programming evolutionary algorithms*

MOCQA: A Multi-Core Optimizer for Constrained Quadratic Assignment Autor Bagherbeik, Mohammad, Ashtari, Parastoo, Kanda, Kouichi, Tamura, Hirotaka, Sheikholeslami, Ali

“… of domain-specific hardware in this area. Current research has focused on designing accelerators for solving problems in the NP-complete Quadratic Unconstrained Binary Optimization (QUBO…”
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Use of heuristic rules in evolutionary methods for the selection of optimal investment portfolios Autor Ruiz-Torrubiano, R., Suarez, A.

“…A novel hybrid algorithm that combines evolutionary algorithms, quadratic programming, and a specially devised pruning heuristic is proposed for the selection of cardinality- constrained optimal portfolios…”
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The Effect of Local Search on the Constrained Portfolio Selection Problem Autor Streichert, F., Tanaka-Yamawaki, M.

“… While for some problem instances of the portfolio selection problem there are efficient optimization algorithms, other problem instances can only be addressed by means of meta-heuristics like evolutionary algorithms…”
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Security constrained OPF by hybrid algorithms in interconnected power systems Autor Kyu-Ho Kim, Jae-Kyu Lee, Sang-Bong Rhee, Seok-Ku You

“…This paper presents a hybrid algorithm for solving security constrained OPF in interconnected power systems, which is based on the combined application of evolutionary programming (EP…”
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Multidisciplinary Design Optimisation of Active Aeroelastic Aircraft Structures Autor Kittipichai, Rung

“…With the development of Multidisciplinary Design Optimisation (MDO) methodology for the modem aircraft, it is possible to use structural deflections to enhance…”
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Hybrid Approaches and Dimensionality Reduction for Portfolio Selection with Cardinality Constraints Autor Ruiz-Torrubiano, Ruben, Suarez, Alberto

“…A novel memetic algorithm that combines evolutionary algorithms, quadratic programming, and specially devised pruning heuristics is proposed for the selection of cardinality-constrained optimal portfolios…”
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