Metaheuristic Optimization of Constrained Large Portfolios using Hybrid Particle Swarm Optimization.
G. A. Vijayalakshmi PaiThierry MichelPublished in: Int. J. Appl. Metaheuristic Comput. (2017)
Keyphrases
- metaheuristic
- hybrid particle swarm optimization
- nature inspired
- optimization problems
- optimization method
- combinatorial optimization
- ant colony optimization
- simulated annealing
- tabu search
- hybrid algorithm
- path relinking
- scatter search
- search space
- evolutionary algorithm
- portfolio management
- optimization methods
- genetic algorithm
- portfolio optimization
- particle swarm optimization
- optimal solution
- objective function
- swarm intelligence
- vehicle routing problem
- particle swarm optimization pso
- solution space
- traveling salesman problem
- optimization algorithm
- benchmark problems
- data clustering
- test problems
- pso algorithm
- fitness function
- max min
- portfolio selection
- particle swarm
- multi objective
- ant colony optimization algorithm
- multiobjective optimization
- collective intelligence
- knapsack problem
- feasible solution
- aco algorithm
- global optimization
- parameter values
- cost function