GRASP/Δ: An efficient algorithm for the multi-objective portfolio optimization problem.
Alejandro Estrada PadillaClaudia Gómez SantillánHéctor Joaquín Fraire HuacujaLaura Cruz ReyesNelson Rangel-ValdezMaría Lucila Morales-RodríguezHéctor José Puga SoberanesPublished in: Expert Syst. Appl. (2023)
Keyphrases
- multi objective
- optimization algorithm
- computationally efficient
- computational efficiency
- dynamic programming
- learning algorithm
- recognition algorithm
- preprocessing
- times faster
- np hard
- computational complexity
- computational cost
- detection algorithm
- matching algorithm
- clustering method
- highly efficient
- similarity measure
- particle swarm optimization
- high accuracy
- worst case
- experimental evaluation
- k means
- segmentation algorithm
- simulated annealing
- ant colony optimization
- probabilistic model
- knapsack problem
- solution quality
- evolutionary algorithm
- optimal solution