Evolution Strategies for Robust Optimization.
Hans-Georg BeyerBernhard SendhoffPublished in: IEEE Congress on Evolutionary Computation (2006)
Keyphrases
- robust optimization
- evolution strategy
- evolutionary algorithm
- chance constrained
- mathematical programming
- stochastic programming
- differential evolution
- portfolio optimization
- genetic algorithm
- optimization methods
- semidefinite programming
- particle swarm optimization algorithm
- lot sizing
- decision theory
- global search
- optimization problems
- guided local search
- convergence speed
- global optimization
- optimal policy
- particle swarm optimization
- risk measures