Solving Portfolio Optimization Problems Using MOEA/D and Lévy Flight.
Yifan HeClaus AranhaPublished in: Adv. Data Sci. Adapt. Anal. (2020)
Keyphrases
- optimization problems
- evolutionary algorithm
- combinatorial optimization
- multi objective
- nonlinear programming
- test problems
- nsga ii
- knapsack problem
- differential evolution
- metaheuristic
- cost function
- constrained problems
- multi objective optimization
- discrete optimization problems
- portfolio selection
- objective function
- subgradient method
- optimization methods
- traveling salesman problem
- constraint satisfaction
- multi objective evolutionary algorithms
- benchmark problems
- portfolio optimization
- convex optimization problems
- particle swarm optimization