Hybrid Mean-Variance Mapping Optimization for solving the IEEE-CEC 2013 competition problems.
José Luis RuedaIstván ErlichPublished in: IEEE Congress on Evolutionary Computation (2013)
Keyphrases
- optimization problems
- quadratic programming
- combinatorial optimization
- solving problems
- solving complex
- discrete optimization
- problems involving
- convex optimization problems
- convex programming
- np complete
- mathematical programming
- global optimization
- global optimization problems
- nonlinear programming
- np complete problems
- constraint problems
- linear programming
- portfolio optimization
- efficient algorithms for solving
- quadratic program
- lagrange multipliers
- multi objective
- convex optimization
- utility function
- optimization algorithm