Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example.
Jana DoeringAngel A. JuanRenatas KizysAngels FitoLaura CalvetPublished in: MS (2016)
Keyphrases
- optimization problems
- combinatorial optimization
- metaheuristic
- nonlinear programming
- continuous optimization problems
- evolutionary algorithm
- constrained problems
- convex optimization problems
- cost function
- subgradient method
- tabu search
- objective function
- combinatorial optimization problems
- optimization methods
- traveling salesman problem
- simulated annealing
- discrete optimization problems
- problems involving
- vehicle routing problem
- decision making
- combinatorial problems
- linear programming
- database
- data sets
- real world
- ant colony optimization
- benchmark problems
- optimal solution
- search space
- particle swarm optimization
- knapsack problem
- portfolio selection
- nature inspired
- information retrieval
- multi objective
- hybrid algorithms
- real life
- solution space