Utilizing dependence among variables in evolutionary algorithms for mixed-integer programming: A case study on multi-objective constrained portfolio optimization
Yi Chen, Aimin Zhou, Swagatam Das
Topics & Concepts
Mathematical optimizationComputer scienceBenchmark (surveying)Portfolio optimizationPortfolioOptimization problemInteger (computer science)Evolutionary algorithmVariable (mathematics)Integer programmingContinuous optimizationAlgorithmMathematicsMulti-swarm optimizationFinanceMathematical analysisGeographyProgramming languageEconomicsGeodesyAdvanced Multi-Objective Optimization AlgorithmsMetaheuristic Optimization Algorithms ResearchEvolutionary Algorithms and Applications