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» A MAX-SAT Algorithm Portfolio
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FLAIRS
2008
13 years 8 months ago
On Applying Unit Propagation-Based Lower Bounds in Pseudo-Boolean Optimization
Unit propagation-based (UP) lower bounds are used in the vast majority of current Max-SAT solvers. However, lower bounds based on UP have seldom been applied in PseudoBoolean Opti...
Federico Heras, Vasco M. Manquinho, João Ma...
DLOG
2011
12 years 11 months ago
On the Problem of Weighted Max-DL-SAT and its Application to Image Labeling
Abstract. For a number of problems, such as ontology learning or image labeling, we need to handle uncertainty and inconsistencies in an appropriate way. Fuzzy and Probabilistic De...
Stefan Scheglmann, Carsten Saathoff, Steffen Staab
GECCO
2004
Springer
131views Optimization» more  GECCO 2004»
14 years 23 days ago
Comparing Discrete and Continuous Genotypes on the Constrained Portfolio Selection Problem
In financial engineering the problem of portfolio selection has drawn much attention in the last decades. But still unsolved problems remain, while on the one hand the type of mod...
Felix Streichert, Holger Ulmer, Andreas Zell
AAAI
2010
13 years 5 months ago
Latent Class Models for Algorithm Portfolio Methods
Different solvers for computationally difficult problems such as satisfiability (SAT) perform best on different instances. Algorithm portfolios exploit this phenomenon by predicti...
Bryan Silverthorn, Risto Miikkulainen
ICASSP
2008
IEEE
14 years 1 months ago
Universal switching portfolios under transaction costs
In this paper, we consider online (sequential) portfolio selection in a competitive algorithm framework under transaction costs. We construct a sequential algorithm for portfolio ...
Suleyman Serdar Kozat, Andrew C. Singer