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Search with evolutionary ruin and stochastic rebuild: a theoretic framework and a case study on exam timetabling (2014)
Journal Article

This paper presents a state transition based formal framework for a new search method, called Evolutionary Ruin and Stochastic Recreate, which tries to learn and adapt to the changing environments during the search process. It improves the performanc... Read More about Search with evolutionary ruin and stochastic rebuild: a theoretic framework and a case study on exam timetabling.

A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems (2014)
Journal Article

In this paper, we investigate a multi-period portfolio selection problem with a comprehensive set of real-world trading constraints as well as market random uncertainty in terms of asset prices. We formulate the problem into a two-stage stochastic mi... Read More about A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems.

A Dynamic Multiarmed Bandit-Gene Expression Programming Hyper-Heuristic for Combinatorial Optimization Problems (2014)
Journal Article

Hyper-heuristics are search methodologies that aim to provide high-quality solutions across a wide variety of problem domains, rather than developing tailor-made methodologies for each problem instance/domain. A traditional hyper-heuristic framework... Read More about A Dynamic Multiarmed Bandit-Gene Expression Programming Hyper-Heuristic for Combinatorial Optimization Problems.

The automatic design of hyper-heuristic framework with gene expression programming for combinatorial optimization problems (2014)
Journal Article

Hyper-heuristic approaches aim to automate heuristic design in order to solve multiple problems instead of designing tailor-made methodologies for individual problems. Hyper-heuristics accomplish this through a high level heuristic (heuristic selecti... Read More about The automatic design of hyper-heuristic framework with gene expression programming for combinatorial optimization problems.