Solving non-linear portfolio optimization problems with interval analysis.

Xiaoning Xu Feng He Rong Chen Qingzhi Zhang

Published in: J. Oper. Res. Soc. (2015)

Keyphrases

interval analysis
optimization problems
evolutionary algorithm
constrained optimization
autocalibration
decision making
constraint propagation
computer vision
objective function
cost function
computational intelligence
neural network
three dimensional
video sequences
straight line