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SEC-CCS

This repository contains demos for the seven immplemented in "Utilizing Dependence among Variables in Evolutionary Algorithms for Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization", a manuscript for Swarm and Evolutionary Compuation.

Execution

Please find the demo.m file for each algorithm, it is setting for problem 'port5' with the first constraint set, Cardinality ${K=10}$, floor $\epsilon_i=0.01$, ceiling $\delta_i=1.0$, pre-assignment ${z_{30}=1}$ and round lot $\tau=0.008.$

Note

If you are to use any part of this code, please cite the following publications: Chen, Y., Zhou, A., & Das, S. (2019). A Compressed Coding Scheme for Evolutionary Algorithms in Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization. arXiv preprint arXiv:1909.08748.