Index tracking optimization with cardinality constraint: a performance comparison of genetic algorithms and tabu search heuristics.
Fernando GarcíaFrancisco GuijarroJavier OliverPublished in: Neural Comput. Appl. (2018)
Keyphrases
- search heuristics
- cardinality constraints
- constraint programming
- genetic algorithm
- tabu search
- evolutionary algorithm
- search strategy
- beam search
- search algorithm
- optimization problems
- knapsack problem
- search procedures
- metaheuristic
- search strategies
- neural network
- constraint satisfaction problems
- relational databases
- fitness function
- feasible solution
- particle filter
- simulated annealing
- dynamic programming
- multi objective
- learning algorithm