First-order derivatives: n additional function calls are needed. Second-order derivatives based on gradient calls, when the "grd" module is specified (Dennis and Schnabel 1983): n additional gradient ...
Abstract: Dear Editor, This letter addresses distributed optimization for resource allocation problems with time-varying objective functions and time-varying constraints. Inspired by the distributed ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Abstract: To address the critical challenges of premature convergence, insufficient diversity, and constrained boundary search difficulties in constrained multi-objective optimization problems (CMOPs) ...
Particle swarm optimization algorithm (PSO) for a minimization problem. In this project, nonlinear constraints are implemented as infeasible solutions. This project is using C++23 features.