Solving Portfolio Optimization Problems Using MOEA/D and Levy Flight.
Yifan HeClaus AranhaPublished in: CoRR (2020)
Keyphrases
- optimization problems
- combinatorial optimization
- evolutionary algorithm
- multi objective
- test problems
- nonlinear programming
- nsga ii
- continuous optimization problems
- knapsack problem
- metaheuristic
- objective function
- cost function
- differential evolution
- traveling salesman problem
- decision making
- convex optimization problems
- optimization methods
- multi objective optimization
- benchmark problems
- constrained problems
- discrete optimization problems
- uniform design
- tabu search
- quadratic programming
- scheduling problem
- lower bound
- flight data
- neural network
- subgradient method