This study first reviews fuzzy random Portfolio selection theory and describes the concept of portfolio optimization model as a useful instrument for helping finance practitioners and researchers. Second, this paper specifically aims at applying possibility-based models for transforming the fuzzy random variables to the linear programming. The harmony search algorithm approaches to resolve the ...

Harmony search is a new heuristic optimization algorithm. Comparing with other algorithms, this algorithm has very strong robustness and can be easily operated. Combining with the features of harmony search, an improved simulated annealing algorithm is proposed in this paper. It can improve the speed of annealing. The initial state of simulated annealing and new solutions are generated by harmo...

In recent years a lot of novel (mostly naturally inspired) search heuristics have been proposed. Among those approaches is Harmony Search. After its introduction in 2000, positive results and improvements over existing approaches have been reported. In this paper, the authors give a review of the developments of Harmony Search during the past decade and perform a rigorous analysis of this appro...

One of the main challenges for any university administrations is building a timetable for course sessions. Such a challenge not only relates to how to build a usable timetable but also how to build an optimal timetable at the same time. The university course timetable is classified as an NP-Complete problem. In general, it means assigning predefined courses to certain rooms and timeslots under ...

Abstract: Recently, common selection schemes used in harmony search algorithm (HSA) are altered in memory consideration operation to imitate the natural selection principle of survival of the fittest. The selection schemes adopted include: random, proportional, tournament, and linear rank. In this paper, these selection schemes are analysed in order to evaluate their effect on the performance o...

The optimal reactive power dispatch (ORPD) is a very important problem aspect of power system planning and is a highly nonlinear, non-convex optimization problem because consist of both continuous and discrete control variables. Since the power system has inherent uncertainty, hereby, this paper presents both of the deterministic and stochastic models for ORPD problem in multi objective and sin...

This paper thoroughly reviews and analyzes the main characteristics and application portfolio of the so-called Harmony Search algorithm, a meta-heuristic approach that has been shown to achieve excellent results in a wide range of optimization problems. As evidenced by a number of studies, this algorithm features several innovative aspects in its operational procedure that foster its utilizatio...

In this paper, meta-heuristic optimization techniques are introduced and their applications to water resources engineering, particularly in hydrological science are introduced. In recent years, meta-heuristic optimization techniques have been introduced that can overcome the problems inherent in iterative simulations. These methods are able to find good solutions and require limited computation...

ALI SHANON ALSAADI, TAT-CHEE WAN AND ALHAMZA MUNTHER Computer Engineering and Computer Science Department University of Louisville Louisville, KY 40292 USA School of Computer Sciences Universiti Sains Malaysia Penang, 11800 Malaysia School of Computer and Communication Engineering Universiti Malaysia Perlis Perlis, 02600 Malaysia E-mail: [email protected]; [email protected]; g1340811014@...