Parallel Algorithm Portfolio with Market Trading-Based Time Allocation

DOI10.1007/978-3-319-28697-6_79zbMath1341.90153OpenAlexW2337674918MaRDI QIDQ2807009

Enrique Alba, K. E. Parsopoulos, 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)

Related Items (2)

Circulant weighing matrices: a demanding challenge for parallel optimization metaheuristics ⋮ Parallel algorithm portfolios with adaptive resource allocation strategy

Cites Work

• Job-shop scheduling: Computational study of local search and large-step optimization methods
• 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

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