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...

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Bibliographic Details
Main Authors: Kiyoharu Tagawa, Yukiko Orito
Format: Article
Language:English
Published: Taylor & Francis Group 2022-12-01
Series:SICE Journal of Control, Measurement, and System Integration
Subjects:
Online Access:http://dx.doi.org/10.1080/18824889.2022.2040268