Portfolio approaches for constraint optimization problems
DOI10.1007/S10472-015-9459-5zbMATH Open1335.90077OpenAlexW2197099328WikidataQ62043667 ScholiaQ62043667MaRDI QIDQ276552FDOQ276552
Authors: Roberto Amadini, Maurizio Gabbrielli, Jacopo Mauro
Publication date: 4 May 2016
Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-01227939/file/amai_2014.pdf
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machine learningcombinatorial optimizationartificial intelligenceconstraint programmingalgorithm portfolio
Cites Work
- SUNNY: a lazy portfolio approach for constraint solving
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- Consistency in networks of relations
- A Short Introduction to Computational Social Choice
- A machine learning approach to algorithm selection for \(\mathcal{NP}\)-hard optimization problems: a case study on the MPE problem
- Portfolio approaches for constraint optimization problems
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- Algorithm runtime prediction: methods \& evaluation
- An empirical evaluation of portfolios approaches for solving CSPs
- Algorithm portfolios
Cited In (13)
- Wombit: a portfolio bit-vector solver using word-level propagation
- Portfolio approaches for constraint optimization problems
- Mixed Tabu machine for portfolio optimization problem
- Progress towards the Holy Grail
- Why CP Portfolio Solvers Are (under)Utilized? Issues and Challenges
- Principles and Practice of Constraint Programming – CP 2004
- An empirical evaluation of portfolios approaches for solving CSPs
- Advances in Artificial Intelligence
- Cardinality constrained portfolio selection problem: a completely positive programming approach
- Solving portfolio optimization problems with structured products
- Portfolio construction as linearly constrained separable optimization
- Linear and mixed integer programming for portfolio optimization
- SUNNY: a lazy portfolio approach for constraint solving
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