A mapping-based constraint-handling technique for evolutionary algorithms with its applications to portfolio optimization problems
A novel Constraint-Handling Technique (CHT) for Evolutionary Algorithms (EAs) applied to constrained optimization problems is proposed. It is assumed that the feasible region of the constrained optimization problem is defined by a convex-hull of multiple vertices. On the other hand, without loss of...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2022-12-01
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Series: | SICE Journal of Control, Measurement, and System Integration |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/18824889.2022.2040268 |