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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Multi-objective approaches to portfolio optimization with market impact costs
期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
Authors:
Wang, Hongze
;
Li, Xuerong
;
Hong, Wenjing
;
Tang, Ke
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View/Download:22/0
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Submit date:2023/02/07
Portfolio optimization
Market impact cost
Multi-objective optimization
Evolutionary computation
Memetic algorithm
Wind speed interval prediction model based on variational mode decomposition and multi-objective optimization
期刊论文
APPLIED SOFT COMPUTING, 2021, 卷号: 113, 页码: 15
Authors:
Wang, Jianzhou
;
Cheng, Zishu
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View/Download:85/0
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Submit date:2022/04/29
Interval prediction
Multi-objective optimization algorithm
Wind speed
Combined models
Smoothing quadratic regularization method for hemivariational inequalities
期刊论文
OPTIMIZATION, 2020, 页码: 24
Authors:
Zhang, Yanfang
;
Dai, Yu-Hong
;
Han, Weimin
;
Li, Zhibao
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View/Download:117/0
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Submit date:2020/05/24
Hemivariational inequality
contact mechanics
nonmonotone
nonsmooth optimization problem
smoothing quadratic regularization
Distributed Algorithm for Robust Resource Allocation with Polyhedral Uncertain Allocation Parameters
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 1, 页码: 103-119
Authors:
Zeng, Xianlin
;
Yi, Peng
;
Hong, Yiguang
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View/Download:129/0
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Submit date:2018/07/30
Distributed optimization
resource allocation
robust optimization
polyhedral uncertain parameters
nonsmooth optimization
multiobjectiveoptimizationofthedistributedpermutationflowshopschedulingproblemwithtransportationandeligibilityconstraints
期刊论文
journaloftheoperationsresearchsocietyofchina, 2018, 卷号: 6, 期号: 3, 页码: 391
Authors:
Cai Shuang
;
Yang Ke
;
Liu Ke
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View/Download:177/0
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Submit date:2020/01/10
Multi-objective Optimization of the Distributed Permutation Flow Shop Scheduling Problem with Transportation and Eligibility Constraints
期刊论文
Journal of the Operations Research Society of China,, 2018, 卷号: 6, 期号: 3, 页码: 391
Authors:
Cai Shuang
;
Yang Ke
;
Liu Ke
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View/Download:108/0
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Submit date:2021/01/14
DISTRIBUTED EVENT-TRIGGERED ALGORITHM FOR OPTIMAL RESOURCE ALLOCATION OF MULTI-AGENT SYSTEMS
期刊论文
KYBERNETIKA, 2017, 卷号: 53, 期号: 5, 页码: 747-764
Authors:
Yu, Weiyong
;
Deng, Zhenhua
;
Zhou, Hongbing
;
Zeng, Xianlin
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View/Download:93/0
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Submit date:2018/07/30
distributed optimization
event-triggered strategy
multi-agent systems
resource allocation
Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
期刊论文
AUTOMATICA, 2016, 卷号: 74, 页码: 259-269
Authors:
Yi, Peng
;
Hong, Yiguang
;
Liu, Feng
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View/Download:97/0
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Submit date:2018/07/30
Resource allocation
Distributed optimization
Multi-agent system
Plug-and-play algorithm
Gradient flow
Projected dynamical system
Economic dispatch
Primal-dual algorithm for distributed constrained optimization
期刊论文
SYSTEMS & CONTROL LETTERS, 2016, 卷号: 96, 页码: 110-117
Authors:
Lei, Jinlong
;
Chen, Han-Fu
;
Fang, Hai-Tao
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View/Download:90/0
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Submit date:2018/07/30
Distributed constrained optimization
Primal-dual algorithm
Augmented Lagrange method
Multi-agent network
Stochastic sub-gradient algorithm for distributed optimization with random sleep scheme
期刊论文
Control Theory and Technology, 2015, 卷号: 13, 期号: 4, 页码: 333-347
Authors:
Yi Peng
;
Hong Yiguang
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View/Download:70/0
  |  
Submit date:2021/01/14
Distributed optimization
sub-gradient algorithm
random sleep
multi-agent systems
randomized algorithm