Differential evolution and combinatorial search for constrained index-tracking.
Thiemo KrinkStefan MittnikSandra PaterliniPublished in: Ann. Oper. Res. (2009)
Keyphrases
- differential evolution
- combinatorial search
- evolutionary algorithm
- optimization algorithm
- mutation operator
- particle swarm optimization
- differential evolution algorithm
- genetic algorithm
- theorem proving
- particle swarm optimization pso
- search strategy
- search algorithm
- combinatorial optimization
- combinatorial problems
- crossover operator
- particle filter
- multi objective
- kalman filter
- search space
- numerical optimization problems
- index structure
- genetic programming
- parameter optimization
- artificial neural networks
- global optimization problems
- solving global optimization problems
- constraint satisfaction
- subgraph isomorphism