Solving a portfolio optimisation problem via heuristic algorithms.
Xinyao SongCan CuiXiaoshuang ChenQi KangPublished in: Int. J. Wirel. Mob. Comput. (2015)
Keyphrases
- combinatorial optimization
- learning algorithm
- optimization problems
- orders of magnitude
- search strategies
- computational cost
- worst case
- running times
- exhaustive search
- solution quality
- exact algorithms
- times faster
- computational efficiency
- stochastic local search
- greedy heuristic
- lower bound
- computational complexity
- dynamic programming algorithms
- linear program
- approximate solutions
- traveling salesman problem
- metaheuristic
- linear programming
- simulated annealing
- data structure