Differential Evolution for Multiobjective Portfolio Optimization [PDF]
Financial portfolio optimization is a challenging problem. First, the problem is multiobjective (i.e.: minimize risk and maximize profit) and the objective functions are often multimodal and non smooth (e.g.: value at risk).
Sandra Paterlini, Thiemo Krink
core
Tangential Extremal Principles for Finite and Infinite Systems of Sets, II: Applications to Semi-infinite and Multiobjective Optimization [PDF]
This paper contains selected applications of the new tangential extremal principles and related results developed in Part I to calculus rules for infinite intersections of sets and optimality conditions for problems of semi-infinite programming and ...
Mordukhovich, Boris S., Phan, Hung M.
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Tuning PID Controller Using Multiobjective Ant Colony Optimization
This paper treats a tuning of PID controllers method using multiobjective ant colony optimization. The design objective was to apply the ant colony algorithm in the aim of tuning the optimum solution of the PID controllers (Kp, Ki, and Kd) by minimizing ...
Ibtissem Chiha +2 more
doaj +1 more source
A minimum Manhattan distance (MMD) approach to multiple criteria decision making in multiobjective optimization problems (MOPs) is proposed. The approach selects the final solution corresponding with a vector that has the MMD from a normalized ideal ...
Chiu, Wei-Yu +2 more
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Multiobjective Optimization and Network Routing With Near-Term Quantum Computers
Multiobjective optimization is a ubiquitous problem that arises naturally in many scientific and industrial areas. Network routing optimization with multiobjective performance demands falls into this problem class, and finding good quality solutions at ...
Shao-Hen Chiew +8 more
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Multiobjective simulation optimization.
This doctoral dissertation focuses on multiobjective stochastic simulation optimization, and has been developed on the on the interface of two key research fields: operations research and artificial intelligence. Operations research models are commonly applied to support decisions in complex business and industrial systems (e.g., operations management,
openaire +2 more sources
Box-constrained vector optimization: a steepest descent method without “a priori” scalarization [PDF]
In this paper a notion of descent direction for a vector function defined on a box is introduced. This concept is based on an appropriate convex combination of the “projected” gradients of the components of the objective functions.
Miglierina Enrico +2 more
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Multiobjective Tactical Planning under Uncertainty for Air Traffic Flow and Capacity Management [PDF]
We investigate a method to deal with congestion of sectors and delays in the tactical phase of air traffic flow and capacity management. It relies on temporal objectives given for every point of the flight plans and shared among the controllers in order ...
Marceau, Gaétan +2 more
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OVERVIEW OF OPTIMIZATION ALGORITHMS AT FINITE ELEMENTS MODELING OF CONDENSING UNITS DESIGN
A multiobjective optimization problem of a condensing unit frame is considered. Abstract of multiobjective optimization methods and algorithms is given. The article provides an example of genetic algorithm usage for seeking optimal parameters of the unit
S. V. Krasnovskaya, V. V. Naprasnikov
doaj
Reentry Capsule Reachable Tube Boundary Prediction via Evolutionary Multiobjective Optimization
In the field of aerospace, solving the boundary problem associated with the parachute-capsule system remains a big challenge. The conventional Monte Carlo method proves inadequate for acquiring comprehensive boundary information.
Wen Zou +7 more
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