Multiobjective evolutionary algorithms for portfolio management: A comprehensive literature review

K Metaxiotis, K Liagkouras - Expert systems with applications, 2012 - Elsevier
In this paper we provide a review of the current state of research on Portfolio Management
with the support of Multiobjective Evolutionary Algorithms (MOEAs). Second we present a …

A survey on kriging-based infill algorithms for multiobjective simulation optimization

S Rojas-Gonzalez, I Van Nieuwenhuyse - Computers & Operations …, 2020 - Elsevier
This article surveys the most relevant kriging-based infill algorithms for multiobjective
simulation optimization. These algorithms perform a sequential search of so-called infill …

Evolutionary multi-objective optimization: a historical view of the field

CAC Coello - IEEE computational intelligence magazine, 2006 - ieeexplore.ieee.org
This article provides a general overview of the field now known as" evolutionary multi-
objective optimization," which refers to the use of evolutionary algorithms to solve problems …

The balance between proximity and diversity in multiobjective evolutionary algorithms

PAN Bosman, D Thierens - IEEE transactions on evolutionary …, 2003 - ieeexplore.ieee.org
Over the last decade, a variety of evolutionary algorithms (EAs) have been proposed for
solving multiobjective optimization problems. Especially more recent multiobjective …

Performance scaling of multi-objective evolutionary algorithms

V Khare, X Yao, K Deb - International conference on evolutionary multi …, 2003 - Springer
MOEAs are getting immense popularity in the recent past, mainly because of their ability to
find a wide spread of Pareto-optimal solutions in a single simulation run. Various …

A critical survey of performance indices for multi-objective optimisation

T Okabe, Y **, B Sendhoff - The 2003 Congress on …, 2003 - ieeexplore.ieee.org
A large number of methods for solving multiobjective optimisation (MOO) problems have
been developed. To compare these methods rigorously, or to measure the performance of a …

Diagnostic assessment of search controls and failure modes in many-objective evolutionary optimization

D Hadka, P Reed - Evolutionary computation, 2012 - direct.mit.edu
The growing popularity of multiobjective evolutionary algorithms (MOEAs) for solving many-
objective problems warrants the careful investigation of their search controls and failure …

The multiobjective multidimensional knapsack problem: a survey and a new approach

T Lust, J Teghem - International Transactions in Operational …, 2012 - Wiley Online Library
The knapsack problem (KP) and its multidimensional version (MKP) are basic problems in
combinatorial optimization. In this paper, we consider their multiobjective extension (MOKP …

Two-phase Pareto local search for the biobjective traveling salesman problem

T Lust, J Teghem - Journal of Heuristics, 2010 - Springer
In this work, we present a method, called Two-Phase Pareto Local Search, to find a good
approximation of the efficient set of the biobjective traveling salesman problem. In the first …

Recent trends in evolutionary multiobjective optimization

CA Coello Coello - Evolutionary multiobjective optimization: theoretical …, 2005 - Springer
This chapter presents a brief review of some of the most relevant research currently taking
place in evolutionary multiobjective optimization. The main topics covered include …