Stochastically Constrained Simulation Optimization On Integer Lattices: The cgR-SPLINE Algorithm
نویسندگان
چکیده
Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template does not certify that the paper has been accepted for publication in the named journal. INFORMS journal templates are for the exclusive purpose of submitting to an INFORMS journal and should not be used to distribute the papers in print or online or to submit the papers to another publication.
منابع مشابه
Stochastically Constrained Simulation Optimization On Integer-Ordered Spaces: The cgR-SPLINE Algorithm
Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template does not certify that the paper has been accepted for publication in the named journal. INFORMS journal templates are for the exclusive purpose of submitting to an INFORMS journal and should not be used to distribute the papers in print ...
متن کاملA Multi-Mode Resource-Constrained Optimization of Time-Cost Trade-off Problems in Project Scheduling Using a Genetic Algorithm
In this paper, we present a genetic algorithm (GA) for optimization of a multi-mode resource constrained time cost trade off (MRCTCT) problem. The proposed GA, each activity has several operational modes and each mode identifies a possible executive time and cost of the activity. Beyond earlier studies on time-cost trade-off problem, in MRCTCT problem, resource requirements of each execution mo...
متن کاملA MIQCP formulation for B-spline constraints
This paper presents a mixed-integer quadratically constrained programming (MIQCP) formulation for B-spline constraints. The formulation can be used to obtain an exact MIQCP reformulation of any spline-constrained optimization problem. This reformulation allows practitioners to use a general-purpose MIQCP solver, instead of a special-purpose spline solver, when solving B-spline constrained probl...
متن کاملA Robust Knapsack Based Constrained Portfolio Optimization
Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...
متن کاملA Cuckoo search algorithm (CSA) for Precedence Constrained Sequencing Problem (PCSP)
Precedence constrained sequencing problem (PCSP) is related to locate the optimal sequence with the shortest traveling time among all feasible sequences. In PCSP, precedence relations determine sequence of traveling between any two nodes. Various methods and algorithms for effectively solving the PCSP have been suggested. In this paper we propose a cuckoo search algorithm (CSA) for effectively ...
متن کامل