Slide 1 Slide 2 Practical model calibration Michael Boguslavsky, ABN-AMRO Global Equity Derivatives Presented at RISK workshop, New York, September 20-21, 2004 Slide 3 What…
Heuristic Global Optimization via Quick Exploration of the Variable Space Towards a Fast Heuristic for MINLP John W. Chinneck, M. Shafique Systems and Computer Engineering…
global optimization algorithms Global Optimization General issues in global optimization Classification of algorithms The DIRECT algorithm Divided rectangles Exploration…
global optimization algorithms Global Optimization General issues in global optimization Classification of algorithms The DIRECT algorithm Divided rectangles Exploration…
Heuristic Global Optimization via Quick Exploration of the Variable Space Towards a Fast Heuristic for MINLP John W. Chinneck, M. Shafique Systems and Computer Engineering…