Displaying similar documents to “A multi-subpopulation bat optimization algorithm for economic dispatch problem with non-essential demand response”

Variable Neighborhood Search for Solving the Capacitated Single Allocation Hub Location Problem

Maric, Miroslav (2013)

Serdica Journal of Computing

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In this paper a Variable Neighborhood Search (VNS) algorithm for solving the Capacitated Single Allocation Hub Location Problem (CSAHLP) is presented. CSAHLP consists of two subproblems; the first is choosing a set of hubs from all nodes in a network, while the other comprises finding the optimal allocation of non-hubs to hubs when a set of hubs is already known. The VNS algorithm was used for the first subproblem, while the CPLEX solver was used for the second. Computational results...

Quantile of a Mixture with Application to Model Risk Assessment

Carole Bernard, Steven Vanduffel (2015)

Dependence Modeling

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We provide an explicit expression for the quantile of a mixture of two random variables. The result is useful for finding bounds on the Value-at-Risk of risky portfolios when only partial dependence information is available. This paper complements the work of [4].