Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem
| Autor: | Konstantinos Liagkouras, Konstantinos Metaxiotis |
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| Rok vydání: | 2018 |
| Předmět: |
Mathematical optimization
021103 operations research Computer science Process (engineering) 0211 other engineering and technologies Evolutionary algorithm General Decision Sciences 02 engineering and technology Fuzzy control system Management Science and Operations Research Fuzzy logic Theory of computation Portfolio optimization problem Portfolio optimization |
| Zdroj: | Annals of Operations Research. 272:119-137 |
| ISSN: | 1572-9338 0254-5330 |
| Popis: | This paper examines the incorporation of useful information extracted from the evolutionary process, in order to improve algorithm performance. In order to achieve this objective, we introduce an efficient method of extracting and utilizing valuable information from the evolutionary process. Finally, this information is utilized for optimizing the search process. The proposed algorithm is compared with the NSGAII for solving some real-world instances of the fuzzy portfolio optimization problem. The proposed algorithm outperforms the NSGAII for all examined test instances. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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