Investigation and Comparison of the Performance of Multi-Objective Evolutionary Algorithms Based on Decomposition and Dominance in Portfolio Optimization

• Published in: Electrical Engineering (ICEE), Iranian Conference on pp. 923 - 929
• Main Authors: Rajabi, Mahsa, Khaloozadeh, Hamid
• Format: Conference Proceeding
• Language: English
• Published: IEEE 01.05.2018
• Subjects: Evolutionary computation; Loss measurement; Optimization; Portfolios; Reactive power; Sociology; Statistics

A new approach in multi-objective evolutionary optimization is decomposition. Decomposition is a basic method in old multi-objective optimization which in evolutionary multiobjective optimization, has not been widely used. Using this method, a multi-objective optimization problem is converted into a...