Low order-value approach for solving VaR-constrained optimization problems.
Ernesto G. BirginLuis Felipe BuenoNatasa KrejicJosé Mario MartínezPublished in: J. Glob. Optim. (2011)
Keyphrases
- low order
- constrained optimization problems
- higher order
- constrained optimization
- high order
- differential evolution
- evolutionary algorithm
- optimization problems
- markov models
- penalty function
- numerical solution
- linear combination
- fitness function
- crossover operator
- combinatorial optimization
- particle swarm optimization pso
- spherical harmonics
- basis functions
- particle swarm optimization
- maximum entropy
- small number
- cost function