Using Metaheuristics models and Evolutionary Algorithms for solving portfolio problem has been considered in recent years.In this study, by using particles swarm optimization and tabu search algorithms we  optimized two-sided risk measures . A standard exact penalty function transforms the considered portfolio selection problem into an equivalent unconstrained minimization problem. And in final...

We introduce an unconstrained multicriteria optimization problem and discuss its relation to various well-known scalar robust optimization problems with a finite uncertainty set. Specifically, we show that a unique solution of a robust optimization problem is Pareto optimal for the unconstrained optimization problem. Furthermore, it is demonstrated that the set of weakly Pareto optimal solution...

In this paper, a computational intelligence method is used for the solution of fractional optimal control problems (FOCP)'s with equality and inequality constraints. According to the Ponteryagin minimum principle (PMP) for FOCP with fractional derivative in the Riemann- Liouville sense and by constructing a suitable error function, we define an unconstrained minimization problem. In the optimiz...

In the first part of the tutorial, we introduced the problem of unconstrained optimization, provided necessary and sufficient conditions for optimality of a solution to this problem, and described the gradient descent method for finding a (locally) optimal solution to a given unconstrained optimization problem. We now describe another method for unconstrained optimization, namely Newton’s metho...

In this paper, the generalized complementarity problem is formulated as an uncon-strained optimization problem. Our results generalize the results of 9]. The dimen-sionality of the unconstrained problem is the same as that of the original problem. If the mapping of generalized complementarity problem is diierentiable, the objective function of the unconstrained problem is also diierentiable. Al...

Exact penalty approach aims at replacing a constrained optimization problem by an equivalent unconstrained optimization problem. Most of results in the literature of exact penalization are mainly concerned with finding conditions under which a solution of the constrained optimization problem is a solution of an unconstrained penalized optimization problem and the reverse property is rarely stud...