An Application of Adaptive Genetic Algorithm in Financial Knapsack Problem.
Kwok Yip SzetoMan Hon LoPublished in: IEA/AIE (2004)
Keyphrases
- knapsack problem
- combinatorial optimization problems
- optimal solution
- test problems
- optimization problems
- dynamic programming
- exact algorithms
- np hard
- greedy algorithm
- multidimensional knapsack problem
- linear programming relaxation
- np hard problems
- vehicle routing problem
- risk management
- multiple objectives
- cutting plane
- bicriteria
- continuous relaxation
- heuristic solution
- greedy heuristic
- maximum profit
- bi objective
- decision variables
- branch and bound algorithm
- stock market
- constraint satisfaction problems
- simulated annealing
- multi objective
- evolutionary algorithm
- implicit enumeration
- lower bound
- search algorithm