A multiobjective metaheuristic for a mean-risk multistage capacity investment problem.
João ClaroJorge Pinho de SousaPublished in: J. Heuristics (2010)
Keyphrases
- multistage
- metaheuristic
- multi objective
- particle swarm optimization
- genetic algorithm
- evolutionary algorithm
- optimization problems
- capacity expansion
- hybrid metaheuristic
- investment decisions
- simulated annealing
- ant colony optimization
- tabu search
- portfolio management
- decision making
- scatter search
- multi objective optimization
- optimization algorithm
- multiobjective optimization
- objective function
- single stage
- stochastic programming
- bi objective
- nsga ii
- search space
- lot sizing
- optimal solution
- vehicle routing problem
- portfolio optimization
- dynamic programming
- combinatorial optimization
- multiple objectives
- risk management
- differential evolution
- harmony search
- particle swarm optimization pso
- hill climbing
- variable neighborhood search
- traveling salesman problem
- initial solution
- job shop scheduling problem
- benchmark problems
- artificial bee colony
- test problems
- optimal policy
- learning algorithm