Markowitz cardinality constraint mean-variance (MCCMV) model is a well studied and important one in the portfolio optimization literature. It is formulated as mixed integer quadratic programming problem (MIQP) which belongs to class of NP-hard problems, thus various heuristic and meta-heuristic algorithms are applied to solve it. In this paper, two modified versions of particle swarm optimizati...

The supply chain network design (SCND) implicates decision-making at a strategic level and makes it possible to create an effective and helpful context for managing. The aim of the network is to minimize the total cost so that customer's demands should be met. Preventive maintenance is pre-determined work performed to a schedule with the aim of preventing the wear and tear or sudden failure of ...

This paper proposes a new mixed-integer model for the multi-skill resource-constrained project scheduling problem (MSRCPSP). The interactions between workers are represented as undirected networks. Therefore, for each required skill, an undirected network is formed which shows the relations of human resources. In this paper, community detection in networks is used to find the most compatible wo...

This paper presents a kernel fuzzy clustering with a novel differential harmony search algorithm to coordinate with the diversion scheduling scheme classification. First, we employed a self-adaptive solution generation strategy and differential evolution-based population update strategy to improve the classical harmony search. Second, we applied the differential harmony search algorithm to the ...

Harmony search algorithm is a meta-heuristic optimization method imitating the music improvisation process, where musicians improvise their instruments’ pitches searching for a perfect state of harmony. First, an improved harmony search algorithm is presented using the concept of swarm intelligence. Next, it is employed for training feedforward neural networks for three benchmark classification...

This paper presents an experimental investigation of the Sounds of Silence (SoS) harmony search metaheuristic for the multi-mode resource-constrained project scheduling problem (MRCPSP) using a pre-optimized starting repertoire. The presented algorithm is based on the time oriented version of the SoS harmony search metaheuristic developed by Csébfalvi et al. [1] for the single-mode resource-con...

This paper addresses the multi-mode multi-skilled resource-constrained project scheduling problem. Activities of real world projects often require more than one skill to be accomplished. Besides, in many real-world situations, the resources are multi-skilled workforces. In presence of multi-skilled resources, it is required to determine the combination of workforces assigned to each activity. H...

due to the increasing interest on renewable sources in recent years, the studies on integration of distributed generation to the power grid have rapidly increased. in order to minimize line losses of power systems, it is crucially important to define the size and location of local generation to be placed. minimizing the losses in the system would bring two types of saving, in real life, one is ...

This paper presents a new optimization algorithm called GHS+LEM, which is based on the Global-best Harmony Search algorithm (GHS) and techniques from the Learnable Evolution Models (LEM) to improve convergence and accuracy of the algorithm. The performance of the algorithm is evaluated with fifteen optimization functions commonly used by the optimization community. In addition, the results obta...

in this paper, a new method is investigated for model order reduction of high order systems based on moment matching technique. in this method, at first, full order model is expanded by legendre wavelet function which is included in orthogonal functions. a suitable fixed structure model is considered as reduced order model whose parameters are unknown. these unknown parameters are determined us...