the markowitz’s optimization problem is considered as a standard quadratic programming problem that has exact mathematical solutions. considering real world limits and conditions, the portfolio optimization problem is a mixed quadratic and integer programming problem for which efficient algorithms do not exist. therefore, the use of meta-heuristic methods such as neural networks and evolutionar...

one of the most important and valuable goal of software development life cycle is software cost estimation or sce. during the recent years, sce has attracted the attention of researchers due to huge amount of software project requests. there have been proposed so many models using heuristic and meta-heuristic algorithms to do machine learning process for sce. cocomo81 is one of the most popular...

this paper presents a new mathematical model for a hybrid flow shop scheduling problem with multiprocessor tasks in which sequence dependent set up times and preemption are considered. the objective is to minimize the weighted sum of makespan and maximum tardiness. three meta-heuristic methods based on genetic algorithm (ga), imperialist competitive algorithm (ica) and a hybrid approach of ga a...

Exact optimization algorithms are not able to provide an appropriate solution in solving optimization problems with a high-dimensional search space. In these problems, the search space grows exponentially with the problem size therefore; exhaustive search is not practical. Also, classical approximate optimization methods like greedy-based algorithms make several assumptions to solve the problem...

Optimization of machining parameters is a vital task for increasing machining efficiency and economics. Selection of optimal machining parameters is often performed by integrating empirical models with traditional mathematical and meta-heuristic algorithms. Ability to deal with complex and multi-dimensional optimization problems resulted in growing interest on the application of meta-heuristic ...

  We relax some assumptions of the traditional scheduling problem and suggest an adapted meta-heuristic algorithm to optimize efficient utilization of resources and quick response to demands simultaneously. We intend to bridge the existing gap between theory and real industrial scheduling assumptions (e.g., hot metal rolling industry, chemical and pharmaceutical industries). We adapt and evalua...

The traveling salesman problem (TSP) is one of the most important combinational optimization problems that have nowadays received much attention because of its practical applications in industrial and service problems. In this paper, a hybrid two-phase meta-heuristic algorithm called MACSGA used for solving the TSP is presented. At the first stage, the TSP is solved by the modified ant colony s...

In this paper, a hybrid meta-heuristic algorithm, based on imperialistic competition algorithm (ICA), harmony search (HS), and simulated annealing (SA) is presented. The body of the proposed hybrid algorithm is based on ICA. The proposed hybrid algorithm inherits the advantages of the process of harmony creation in HS algorithm to improve the exploitation phase of the ICA algorithm. In addition...