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A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
We study large-scale portfolio optimization problems in which the aim is to maximize a multi-moment performance measure extending the Sharpe ratio....
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Optimization with Performance-Attribution Constraints
How well a portfolio performs is of primary concern for investors and governs investor confidence in the portfolio’s management. Attribution analysis...
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Enhanced migrating birds optimization algorithm for optimization problems in different domains
Migrating birds optimization algorithm is a promising metaheuristic algorithm recently introduced to the optimization community. In this study, we...
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Navigating epistemic uncertainty in third-generation biodiesel supply chain management through robust optimization for economic and environmental performance
The escalating global warming crisis and the dwindling traditional energy sources have spurred an urgent need for exploring sustainable and renewable...
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Using Recurrent Neural Networks for the Performance Analysis and Optimization of Stochastic Milkrun-Supplied Flow Lines
Long-term throughput, as a key performance indicator of a stochastic flow line, is affected by numerous parameters describing the features of the...
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A review of machine learning techniques for process and performance optimization in laser beam powder bed fusion additive manufacturing
Laser beam powder bed fusion (LB-PBF) is a widely-used metal additive manufacturing process due to its high potential for fabrication flexibility and...
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An improved tuna swarm optimization algorithm based on behavior evaluation for wireless sensor network coverage optimization
Tuna swarm optimization algorithm (TSO) is an innovative swarm intelligence algorithm that possesses the advantages of having a small number of...
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A modified grey wolf optimization algorithm to solve global optimization problems
The Grey Wolf Optimizer (GWO) algorithm is a very famous algorithm in the field of swarm intelligence for solving global optimization problems and...
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In search of the best multi-criteria decision making-particle swarm optimization-based hybrid approach for parametric optimization of friction stir welding processes
Although primarily developed for aluminium alloys, friction stir welding (FSW) has nowadays emerged out as a ‘green’ effective joining process for...
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Simulation-based metaheuristic optimization algorithm for material handling
Modern technologies and the emergent Industry 4.0 paradigm have empowered the emergence of flexible production systems suitable to cope with custom...
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Keyword-Level Bayesian Online Bid Optimization for Sponsored Search Advertising
Bid price optimization in online advertising is a challenging task due to its high uncertainty. In this paper, we propose a bid price optimization...
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Augmented arithmetic optimization algorithm using opposite-based learning and lévy flight distribution for global optimization and data clustering
This paper proposes a new data clustering method using the advantages of metaheuristic (MH) optimization algorithms. A novel MH optimization...
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Analyzing the Performance of a Two-Tail-Measures-Utility Multi-objective Portfolio Optimization Model
This research paper proposes and experimentally investigates the out-of-sample performance of a multi(three)-objective portfolio optimization model....
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Stochastic Optimization Methods
Basic methods for treating stochastic optimization problems (SOP), hence, optimization problems with random data are presented: Optimization problems...
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Hybrid Load Balancing Technique for Cloud Environment Using Swarm Optimization
One of the most challenging aspects of cloud computing is task scheduling. User needs are changing rapidly in a dynamic environment, and the...
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Surgical scheduling via optimization and machine learning with long-tailed data
Using data from cardiovascular surgery patients with long and highly variable post-surgical lengths of stay (LOS), we develop a modeling framework to...
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Assortment optimization: a systematic literature review
Assortment optimization is a core topic of demand management that finds application in a broad set of different areas including retail, airline,...
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Optimization Under Uncertainty
This chapter discusses several aspects of relevance in optimization under uncertainty. Different paradigms are reviewed, such as Robust Optimization,...
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Parameter optimization of PID controller based on an enhanced whale optimization algorithm for AVR system
This paper proposes an enhanced whale optimization algorithm based on a ranking-based mutation operator (EWOA) to stabilize the PID controller’s...
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Quadratic approximation salp swarm algorithm for function optimization
The Salp Swarm Algorithm (SSA) is a peculiar swarm-based algorithm that is extensively used for solving numerous real-world problems due to its...
