A constrained consensus based optimization algorithm and its application to finance
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Publication:2060189
DOI10.1016/j.amc.2021.126726MaRDI QIDQ2060189
Chanho Min, Myeongju Kang, Hyeong-Ohk Bae, Hyuncheul Lim, Jane Yoo, Seung-Yeal Ha
Publication date: 13 December 2021
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.04499
90C90: Applications of mathematical programming
65K10: Numerical optimization and variational techniques
70F10: (n)-body problems
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