Sökning: "Icke-linjära bivillkor"

Hittade 2 uppsatser innehållade orden Icke-linjära bivillkor.

  1. 1. Using Data-Driven Feasible Region Approximations to Handle Nonlinear Constraints When Applying CMA-ES to the Initial Margin Optimization Problem

    Master-uppsats, KTH/Matematisk statistik

    Författare :Karl Wallström; [2021]
    Nyckelord :Optimization; Initial margin; Evolutionary algorithms; CMA-ES; Support vector machines; Boundary constraint handling; Nonlinear constraints; Repair algorithms; Feasible region approximation; Optimering; Initial margin; Evolutionära algoritmer; CMA-ES; Support vector machines; Hantering av bivillkor; Icke-linjära bivillkor; Reparationsalgoritmer; Approximation av tillåtet område;

    Sammanfattning : The introduction of initial margin requirements for non-cleared OTC derivatives has made it possible to optimize initial margin when considering a network of trading participants. Applying CMA-ES, this thesis has explored a new method to handle the nonlinear constraints present in the initial margin optimization problem. LÄS MER

  3. 2. Optimal Multi-Skilled Workforce Scheduling for Contact Centers Using Mixed Integer Linear Programming : A Method to Automatize Workforce Management

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Sara Eriksson; [2020]
    Nyckelord :Optimization; systems theory; mathematics; scheduling; mixed integer linear programming; multi-skilled; Optimering; systemteori; matematik; schemaläggning; mixad linjär heltalsoptimering; multikompetent;

    Sammanfattning : This master thesis in optimization and systems theory is a development of two different optimization models formulated to schedule multi-skilled agents for contact centers depending on the forecasted demand, assigned by Teleopti. Four mixed integer linear programming models are created with the optimization programming language GAMS and solved by the internet based solver NEOS. LÄS MER