Examining the effect of different configuration issues of the multiobjective evolutionary algorithms on the efficient frontier formulation for the constrained portfolio optimization problem.
Konstantinos LiagkourasKonstantinos MetaxiotisPublished in: J. Oper. Res. Soc. (2018)
Keyphrases
- multiobjective evolutionary algorithms
- efficient frontier
- multi objective
- multiobjective optimization
- multiobjective evolutionary algorithm
- evolutionary algorithm
- data envelopment analysis
- multiple objective linear programming
- optimization problems
- decision makers
- linear program
- optimization algorithm
- genetic algorithm
- multiple criteria
- combinatorial optimization
- nsga ii
- objective function