Posts Tagged ‘ threshold accepting algorithm ’

A comparison of some heuristic optimization methods

July 23, 2012
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A comparison of some heuristic optimization methods

A simple portfolio optimization problem is used to look at several R functions that use randomness in various ways to do optimization. Orientation Some optimization problems are really hard. In these cases sometimes the best approach is to use randomness to get an approximate answer. Once you decide to go down this route, you need … Continue reading...

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