The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization

DOI10.1007/s11590-019-01398-wzbMath1442.90126OpenAlexW2901421249WikidataQ128372480 ScholiaQ128372480MaRDI QIDQ2174914

Chunlin Wan, Leopoldo Catania

Publication date: 27 April 2020

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://research.vu.nl/en/publications/02de0b73-f172-4a0c-b47e-77666f007952

zbMATH Keywords

portfolio optimizationbinary particle swarm optimizationcardinality mapping

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Boolean programming (90C09)

Related Items (1)

A unifying framework for sparsity-constrained optimization

Uses Software

• DEoptim

Cites Work

• A hybrid PSO-GA algorithm for constrained optimization problems
• Portfolio selection using neural networks
• Particle swarm optimization approach to portfolio optimization
• Heuristics for cardinality constrained portfolio optimization
• Multi-objective particle swarm optimization with time variant inertia and acceleration coefficients
• A combinatorial particle swarm optimization for solving multi-mode resource-constrained project scheduling problems

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