Using Metaheuristics models and Evolutionary Algorithms for solving portfolio problem has been considered in recent years.In this study, by using particles swarm optimization and tabu search algorithms we  optimized two-sided risk measures . A standard exact penalty function transforms the considered portfolio selection problem into an equivalent unconstrained minimization problem. And in final...

We study the problem of learning a kernel matrix from an apriori kernel and training data. An unconstrained convex optimization formulation is proposed, with an arbitrary convex smooth loss function on kernel entries and a LogDet divergence for regularization. Since the number of variables is of order O(n), standard Newton and quasi-Newton methods are too time-consuming. An operator form Hessia...

Seeker optimization algorithm (SOA) is a novel search algorithm based on simulating the act of human searching, which has been shown to be a promising candidate among search algorithms for unconstrained function optimization. In this article we propose a modified seeker optimization algorithm. In order to enhance the performance of SOA, our proposed approach uses two search equations for produc...

We propose a novel method for reducing the number of variables in quadratic unconstrained binary optimization problems, using a quantum annealer to fix the value of a large portion of the variables to values that have a high probability of being optimal. This method significantly increases the success rate and number of observations of the best known energy value in the sample obtained from the...

One approach to solving planning problems is to compile them to another problem for which powerful off-the-shelf solvers are available; common targets include SAT, CSP, and MILP. Recently, a novel optimization technique has become available: quantum annealing (QA). QA takes as input problem instances encoded as Quadratic Unconstrained Binary Optimization (QUBO). Early quantum annealers are now ...

0020-0255/$ see front matter 2012 Elsevier Inc http://dx.doi.org/10.1016/j.ins.2012.06.003 ⇑ Corresponding author. E-mail addresses: [email protected] (W.X. Xu) (X.B. Gu). This paper presents a novel robust hybrid particle swarm optimization (RHPSO) based on piecewise linear chaotic map (PWLCM) and sequential quadratic programming (SQP). The aim of the present research is to develop a new singl...

This article deals with constrained multi-objective optimization problems. The main purpose of the article is to investigate relationships between constrained and unconstrained multi-objective optimization problems. Under suitable assumptions (e.g., generalized convexity assumptions) we derive a characterization of the set of (strictly, weakly) efficient solutions of a constrained multi-objecti...

Focusing on what an optimization problem may comply with, the so-called convergence conditions have been proposed and sequentially a stochastic optimization algorithm named as DSZ algorithm is presented in order to deal with both unconstrained and constrained optimizations. Its principle is discussed in the theoretical model of DSZ algorithm, from which we present a practical model of DSZ algor...

The tensor method for unconstrained optimization was first introduced by Schnable and Chow [SIAM Journal on Optimization, 1 (1991): 293–315], where each iteration bases upon a fourth order model for the objective function. In this paper, we propose a tensor method with a non-monotone line search scheme for solving the unconstrained optimization problem, and show the convergence of the method. W...