In this study, it is aimed to increase the success of Runge Kutta (RUN) algorithm, which used in solution many optimization problems literature, on fixed-size test functions by changing parameter values. Optimization can be defined as making a system most efficient at least possible cost under certain constraints. For process, algorithms have been designed literature and obtain best solutions f...

Abstract There are many complex multi-objective optimization problems in the real world, which difficult to solve using traditional methods. Multi-objective particle swarm is one of effective algorithms such problems. This paper proposes a with dynamic population size (D-MOPSO), helps compensate for lack convergence and diversity brought by optimization, makes full use existing resources search...

One of the fundamental problems using optimization models that use different time series as data input, is trade-off between model accuracy and computational tractability. To overcome intractability these full models, dimension input size commonly reduced through aggregation (TSA) methods. However, traditional TSA methods often apply a one-size-fits-all approach based on common belief clusters ...

Bu çalışmada, portföy optimizasyonu konusunda büyüklüğü kısıtlamasının varlığında Excel Çözücü GRG modülünde kullanılabilecek bir model önerisi sunulmaktadır. Önerilen model, Markowitz’in teorisini temel alarak, BİST Teknoloji endeksinde yer alan 15 şirket üzerine uygulanmaktadır. Çalışmada öncelikle, DOP problemlerinin yapısı, kavramları, optimal çözüm şartları ve genel problemi yöntemleri, mo...