On the design of metaheuristics-based algorithm portfolios

DOI10.1007/978-3-319-99142-9_14MaRDI QIDQ2325259zbMATH OpenOpenAlexFDO

Authors Dimitris Souravlias, K. E. Parsopoulos

Publication date 9 September 2019

Full work available at URL https://doi.org/10.1007/978-3-319-99142-9_14

zbMATH Keywords

algorithm portfoliosdesign of algorithmsglobal optimizationmetaheuristics

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10) Financial applications of other theories (91G80)

Recommendations

• Parallel algorithm portfolio with market trading-based time allocation
• Algorithm portfolios and teams in parallel optimization
• Metaheuristics. From design to implementation.
• Advanced Portfolio Techniques
• Algorithm selection for combinatorial search problems: a survey

Cited in

(2)

• Parallel algorithm portfolio with market trading-based time allocation
• scientific article; zbMATH DE number 2209663 (Why is no real title available?)

Describes a project that uses

Uses Software

• SATzilla

This page was built for publication: On the design of metaheuristics-based algorithm portfolios

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2325259)