Parallel algorithm portfolio with market trading-based time allocation

DOI10.1007/978-3-319-28697-6_79MaRDI QIDQ2807009zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

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

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(3)

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

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