An iterative method for solving a bi-objective constrained portfolio optimization problem.
Madani BezouiMustapha MoulaïAhcène BounceurReinhardt EulerPublished in: Comput. Optim. Appl. (2019)
Keyphrases
- bi objective
- portfolio optimization
- multi objective
- efficient solutions
- multi objective optimization
- network design
- ant colony optimization
- multiple objectives
- hybrid algorithms
- constrained problems
- set covering problem
- knapsack problem
- nature inspired
- shortest path problem
- genetic algorithm
- optimization algorithm
- random walk
- dynamic programming
- computational complexity