A new Probe Guided Mutation operator and its application for solving the cardinality constrained portfolio optimization problem.
Konstantinos LiagkourasKonstantinos MetaxiotisPublished in: Expert Syst. Appl. (2014)
Keyphrases
- mutation operator
- evolutionary algorithm
- differential evolution
- genetic algorithm
- premature convergence
- crossover operator
- convergence rate
- constrained problems
- evolutionary programming
- function optimization
- search direction
- genetic operators
- fitness function
- nsga ii
- traveling salesman problem
- combinatorial optimization
- crossover and mutation
- neural network
- step size
- primal dual
- optimization problems
- simulated annealing