Algorithm based on heuristic subspace searching strategy for solving investment portfolio optimization problems.
Dazhi JiangZhijian WuJun ZouMing WeiLishan KangPublished in: IEEE Congress on Evolutionary Computation (2008)
Keyphrases
- combinatorial optimization
- cost function
- optimal solution
- search strategy
- detection algorithm
- computational complexity
- bin packing
- optimization problems
- dynamic programming
- simulated annealing
- decision making
- optimization algorithm
- heuristic methods
- np hard
- learning algorithm
- objective function
- particle swarm optimization
- search space
- packing problem
- closest string
- optimal strategy
- worst case performance ratio
- solution quality
- knapsack problem
- metaheuristic
- linear programming
- worst case
- k means
- evolutionary algorithm
- search algorithm