Parallel algorithm portfolio with market trading-based time allocation

DOI10.1007/978-3-319-28697-6_79zbMATH Open1341.90153OpenAlexW2337674918MaRDI QIDQ2807009FDOQ2807009

Authors: K. E. Parsopoulos, Enrique Alba, Dimitris Souravlias 

Publication date: 19 May 2016

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-28697-6_79

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Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Portfolio theory (91G10)

Cites Work

• Future paths for integer programming and links to artificial intelligence
• Dynamic version of the economic lot size model
• Dynamic lot sizing with product returns and remanufacturing
• Job-shop scheduling: Computational study of local search and large-step optimization methods

Cited In (3)

• On the design of metaheuristics-based algorithm portfolios
• Circulant weighing matrices: a demanding challenge for parallel optimization metaheuristics
• Parallel algorithm portfolios with adaptive resource allocation strategy

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