A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problems
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Ostermark, Ralf, 1999. "Solving Irregular Econometric and Mathematical Optimization Problems with a Genetic Hybrid Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 13(2), pages 103-115, April.
- Beaumont, Paul M & Bradshaw, Patrick T, 1995. "A Distributed Parallel Genetic Algorithm for Solving Optimal Growth Models," Computational Economics, Springer;Society for Computational Economics, vol. 8(3), pages 159-179, August.
- Dorsey, Robert E & Mayer, Walter J, 1995.
"Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 53-66, January.
- Michael B. Gordy, "undated". "GA.M: A Matlab routine for function maximization using a Genetic Algorithm," Matlab codes ga, , revised 12 Feb 1996.
- Ostermark, Ralf & Skrifvars, Hans & Westerlund, Tapio, 2000. "A nonlinear mixed integer multiperiod firm model," International Journal of Production Economics, Elsevier, vol. 67(2), pages 183-199, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Kapetanios, George, 2006.
"Cluster analysis of panel data sets using non-standard optimisation of information criteria,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1389-1408, August.
- George Kapetanios, 2005. "Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria," Working Papers 535, Queen Mary University of London, School of Economics and Finance.
- Duffy, John & McNelis, Paul D., 2001.
"Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1273-1303, September.
- Paul McNelis & John Duffy, 1998. "Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm," GE, Growth, Math methods 9804004, University Library of Munich, Germany, revised 14 May 1998.
- Kapetanios, George, 2007. "Variable selection in regression models using nonstandard optimisation of information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 4-15, September.
- Parente, Paulo M.D.C. & Smith, Richard J., 2011.
"Gel Methods For Nonsmooth Moment Indicators,"
Econometric Theory, Cambridge University Press, vol. 27(1), pages 74-113, February.
- Paulo Parente & Richard Smith, 2008. "GEL methods for non-smooth moment indicators," CeMMAP working papers CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- M. Bierlaire & M. Thémans & N. Zufferey, 2010. "A Heuristic for Nonlinear Global Optimization," INFORMS Journal on Computing, INFORMS, vol. 22(1), pages 59-70, February.
- Savi Virolainen, 2020. "Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks," Papers 2007.04713, arXiv.org, revised Oct 2022.
- A. Sanchez & Diego Martinez, 2011.
"Optimization in Non-Standard Problems. An Application to the Provision of Public Inputs,"
Computational Economics, Springer;Society for Computational Economics, vol. 37(1), pages 13-38, January.
- A. Jesus Sanchez Fuentes & Diego Martinez Lopez, 2008. "Optimization in non-standard problems. An application to the provision of public inputs," Working Papers 08.07, Universidad Pablo de Olavide, Department of Economics.
- Poschke, Markus, 2009.
"Employment protection, firm selection, and growth,"
Journal of Monetary Economics, Elsevier, vol. 56(8), pages 1074-1085, November.
- Markus Poschke, 2006. "Employment Protection, Firm Selection, and Growth," Economics Working Papers ECO2006/35, European University Institute.
- Markus Poschke, 2007. "Employment protection, firm selection, and growth," 2007 Meeting Papers 389, Society for Economic Dynamics.
- Poschke, Markus, 2007. "Employment Protection, Firm Selection, and Growth," IZA Discussion Papers 3164, Institute of Labor Economics (IZA).
- Mika Meitz & Daniel Preve & Pentti Saikkonen, 2023.
"A mixture autoregressive model based on Student’s t–distribution,"
Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(2), pages 499-515, January.
- Mika Meitz & Daniel Preve & Pentti Saikkonen, 2018. "A mixture autoregressive model based on Student’s t–distribution," GRU Working Paper Series GRU_2018_013, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Mika Meitz & Daniel Preve & Pentti Saikkonen, 2018. "A mixture autoregressive model based on Student's $t$-distribution," Papers 1805.04010, arXiv.org.
- Paul D. McNelis & G.C. Lim, 1998. "Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark," International Finance 9805001, University Library of Munich, Germany.
- Shu-Heng Chen & Yi-Lin Hsieh, 2011. "Reinforcement Learning in Experimental Asset Markets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(1), pages 109-133.
- Cristiana Benedetti Fasil, 2009. "Product and Process Innovation in a Growth Model of Firm Selection," Economics Working Papers ECO2009/30, European University Institute.
- Adrián Fernández-P�rez & Fernando Fernández-Rodr�guez & Simón Sosvilla-Rivero, 2012. "Exploiting trends in the foreign exchange markets," Applied Economics Letters, Taylor & Francis Journals, vol. 19(6), pages 591-597, April.
- Jana Eklund & George Kapetanios, 2008.
"A review of forecasting techniques for large datasets,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 109-115, January.
- Jana Eklund & George Kapetanios, 2008. "A Review of Forecasting Techniques for Large Data Sets," Working Papers 625, Queen Mary University of London, School of Economics and Finance.
- Tucci, Marco P., 2002. "A note on global optimization in adaptive control, econometrics and macroeconomics," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1739-1764, August.
- J. Coulon & Y. Malevergne, 2011.
"Heterogeneous expectations and long-range correlation of the volatility of asset returns,"
Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1329-1356, November.
- Jerome Coulon & Yannick Malevergne, 2008. "Heterogeneous expectations and long range correlation of the volatility of asset returns," Papers 0808.1538, arXiv.org.
- Jérôme Coulon & Yannick Malevergne, 2010. "Heterogeneous expectations and long range correlation of the volatility of asset returns," Working Papers halshs-00541953, HAL.
- William A. Barnett & Ikuyasu Usui, 2007.
"The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model,"
International Symposia in Economic Theory and Econometrics, in: Functional Structure Inference, pages 107-127,
Emerald Group Publishing Limited.
- William Barnett & Ikuyasu Usui, 2006. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200609, University of Kansas, Department of Economics.
- Barnett, William A. & Usui, Ikuyasu, 2006. "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," MPRA Paper 410, University Library of Munich, Germany.
- Jatinder N. D. Gupta & Randall S. Sexton & Enar A. Tunc, 2000. "Selecting Scheduling Heuristics Using Neural Networks," INFORMS Journal on Computing, INFORMS, vol. 12(2), pages 150-162, May.
- Arne Risa Hole & Hong Il Yoo, 2017.
"The use of heuristic optimization algorithms to facilitate maximum simulated likelihood estimation of random parameter logit models,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(5), pages 997-1013, November.
- Arne Risa Hole & Hong Il Yoo, 2014. "The use of heuristic optimization algorithms to facilitate maximum simulated likelihood estimation of random parameter logit models," Working Papers 2014021, The University of Sheffield, Department of Economics.
- Robert Pereira, 1999.
"Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules,"
Working Papers
1999.06, School of Economics, La Trobe University.
- Pereira, Robert, 1999. "Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules," MPRA Paper 9055, University Library of Munich, Germany.
- Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:152:y:2004:i:1:p:195-214. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.