A combinatorial algorithm for the cardinality constrained portfolio optimization problem.
Tianxiang CuiShi ChengRuibin BaiPublished in: IEEE Congress on Evolutionary Computation (2014)
Keyphrases
- detection algorithm
- learning algorithm
- optimal solution
- computational complexity
- dynamic programming
- computational cost
- preprocessing
- recognition algorithm
- convergence rate
- improved algorithm
- cost function
- np hard
- worst case
- optimization algorithm
- high accuracy
- k means
- objective function
- linear programming
- input data
- mobile robot
- experimental evaluation
- matching algorithm
- times faster
- combinatorial optimization
- memory requirements
- evolutionary algorithm