The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...

Constantly "re-rolling the dice", combining and selecting: "Evolutionary algorithms" mimic natural evolution in silico and lead to innovative solutions for complex problems. Constantly “re-rolling the ...

This is a preview. Log in through your library . Abstract We developed a two-phase algorithm for solving Delta Air Lines' bidline-generation problem: assigning trips (tasks) to monthly schedules for ...