A Compressed Coding Scheme for Evolutionary Algorithms in Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization

19 Sep 2019Yi ChenAimin ZhouSwagatam Das

A lot of real-world applications could be modeled as the Mixed-Integer Non-Linear Programming (MINLP) problems, and some prominent examples include portfolio optimization, resource allocation, image classification, as well as path planning. Actually, most of the models for these applications are non-convex and always involve some conflicting objectives... (read more)

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