A DEA-based MOEA/D algorithm for portfolio optimization.
Zhongbao ZhouXianghui LiuHelu XiaoShijian WuYueyue LiuPublished in: Clust. Comput. (2019)
Keyphrases
- k means
- dynamic programming
- test problems
- optimization algorithm
- optimal solution
- multi objective
- cost function
- optimization method
- objective function
- benchmark problems
- bi objective
- semidefinite programming
- optimization methods
- genetic programming
- optimization problems
- simulated annealing
- np hard
- evolutionary algorithm