中文
相关论文

相关论文: Optimal Selection of Assets Investing Composition …

200 篇论文

Geometric programming is an important class of optimization problems that enable practitioners to model a large variety of real-world applications, mostly in the field of engineering design. In many real life optimization problem…

数值分析 · 计算机科学 2011-02-19 A. K. Ojha , K. K. Biswal

Geometric programming problems occur frequently in engineering design and management. In multiobjective optimization, the trade-off information between different objective functions is probably the most important piece of information in a…

数据结构与算法 · 计算机科学 2010-03-25 A. K. Ojha , A. K. Das

In this short note, we discuss a goal-oriented multiobjective optimization problem for system performance assessment. The objective function for such optimization problem, which is usually a composite of different performance indices…

最优化与控制 · 数学 2020-06-12 Getachew K Befekadu

When designing a motion planner for autonomous robots there are usually multiple objectives to be considered. However, a cost function that yields the desired trade-off between objectives is not easily obtainable. A common technique across…

机器人学 · 计算机科学 2023-12-13 Nils Wilde , Stephen L. Smith , Javier Alonso-Mora

This work deals with the design optimization of electrical machines under the consideration of manufacturing uncertainties. In order to efficiently quantify the uncertainty, blackbox machine learning methods are employed. A multi-objective…

计算工程、金融与科学 · 计算机科学 2023-11-27 Morten Huber , Mona Fuhrländer , Sebastian Schöps

Many real-world applications require decision-makers to assess the quality of solutions while considering multiple conflicting objectives. Obtaining good approximation sets for highly constrained many-objective problems is often a difficult…

We present a multi-objective portfolio decision model that involves selecting both a portfolio of projects and a set of elements to allocate to each project. Our model includes a defined set of objectives to optimize, with projects…

组合数学 · 数学 2025-03-05 Maria Barbati , Salvatore Greco , José Rui Figueira

In this paper, we propose a multi-kernel classifier learning algorithm to optimize a given nonlinear and nonsmoonth multivariate classifier performance measure. Moreover, to solve the problem of kernel function selection and kernel…

机器学习 · 计算机科学 2015-08-26 Jingbin Wang , Haoxiang Wang , Yihua Zhou , Nancy McDonald

A multi-modal multi-objective optimization problem is a special kind of multi-objective optimization problem with multiple Pareto subsets. In this paper, we propose an efficient multi-modal multi-objective optimization algorithm based on…

神经与进化计算 · 计算机科学 2020-04-22 Yiming Peng , Hisao Ishibuchi

Many interesting tasks in machine learning and computer vision are learned by optimising an objective function defined as a weighted linear combination of multiple losses. The final performance is sensitive to choosing the correct…

计算机视觉与模式识别 · 计算机科学 2020-11-11 Rick Groenendijk , Sezer Karaoglu , Theo Gevers , Thomas Mensink

The goal of multi-objective optimisation is to identify a collection of points which describe the best possible trade-offs between the multiple objectives. In order to solve this vector-valued optimisation problem, practitioners often…

最优化与控制 · 数学 2025-05-09 Ben Tu , Nikolas Kantas , Robert M. Lee , Behrang Shafei

We propose a model of Pareto optimization (multi-objective programming) in the context of a categorical theory of resources. We describe how to adapt multi-objective swarm intelligence algorithms to this categorical formulation.

范畴论 · 数学 2022-04-27 Matilde Marcolli

In this paper a multi-objective mathematical model has been used to optimize grinding parameters include workpiece speed, depth of cut and wheel speed which highly affect the final surface quality. The mathematical model of the optimization…

其他计算机科学 · 计算机科学 2022-03-15 Meysam Mahjoob

Given a set of assets and an investment capital, the classical portfolio selection problem consists in determining the amount of capital to be invested in each asset in order to build the most profitable portfolio. The portfolio…

投资组合管理 · 定量金融 2019-07-17 Justo Puerto , Moises Rodríguez-Madrena , Andrea Scozzari

In the classical facility location problem we consider a graph $G$ with fixed weights on the edges of $G$. The goal is then to find an optimal positioning for a set of facilities on the graph with respect to some objective function. We…

数据结构与算法 · 计算机科学 2014-06-10 Boaz Ben-Moshe , Michael Elkin , Lee-Ad Gottlieb , Eran Omri

We study Matching and other related problems in a partial information setting where the agents' utilities for being matched to other agents are hidden and the mechanism only has access to ordinal preference information. Our model is…

计算机科学与博弈论 · 计算机科学 2016-08-03 Elliot Anshelevich , Shreyas Sekar

Resource allocation problems are often approached with linear programming techniques. But many concrete allocation problems in the experimental and observational sciences cannot or should not be expressed in the form of linear objective…

天体物理仪器与方法 · 物理学 2021-10-01 Tianshu Wang , Peter Melchior

Tracking a financial index boils down to replicating its trajectory of returns for a well-defined time span by investing in a weighted subset of the securities included in the benchmark. Picking the optimal combination of assets becomes a…

量子物理 · 物理学 2021-10-22 Samuel Fernández-Lorenzo , Diego Porras , Juan José García-Ripoll

Active learning is increasingly adopted for expensive multi-objective combinatorial optimization problems, but it involves a challenging subset selection problem, optimizing the batch acquisition score that quantifies the goodness of a…

机器学习 · 计算机科学 2024-06-24 Deokjae Lee , Hyun Oh Song , Kyunghyun Cho

Multi-objective optimisation problems involve finding solutions with varying trade-offs between multiple and often conflicting objectives. Ising machines are physical devices that aim to find the absolute or approximate ground states of an…

‹ 上一页 1 2 3 10 下一页 ›