A Mayfly algorithm for cardinality constrained portfolio optimization

X Zheng, C Zhang, B Zhang - Expert Systems with Applications, 2023 - Elsevier
Portfolio optimization is an essential issue in quantitative investing, which aims to find the
best set of portfolios by allocating the proportion of assets. One of the most widely studied …

[HTML][HTML] A goal programming model for the stability analysis of a maritime inventory routing replanning problem

H Shaabani, LM Hvattum, G Laporte, A Hoff - Maritime Transport Research, 2023 - Elsevier
This paper aims to provide insight into the stability of solutions to a multi-product maritime
inventory routing problem (MIRP) when replanning due to the occurrence of unexpected …

Cardinality-Constrained Multi-objective Optimization: Novel Optimality Conditions and Algorithms

M Lapucci, P Mansueto - Journal of Optimization Theory and Applications, 2024 - Springer
In this paper, we consider multi-objective optimization problems with a sparsity constraint on
the vector of variables. For this class of problems, inspired by the homonymous necessary …

Multi-objective optimization method of product service systems configuration based on customer demand constraint mechanism

Z SU, Z HUA, W YANG - Journal of Advanced Mechanical Design …, 2024 - jstage.jst.go.jp
This article proposes a multi-objective optimization method for product service configuration
based on customer demand constraint mechanism, targeting the diverse customer needs of …

[PDF][PDF] On Stationarity Conditions and Constraint Qualifications for Multiobjective Optimization Problems with Cardinality Constraints

R Garmanjani, EHM Krulikovski, A Ramos - 2022 - researchgate.net
The purpose of this paper is to develop Pareto optimality conditions and constraint
qualifications (CQs) for Multiobjective Programs with Cardinality Constraints (MOPCaC). In …

Pareto Front Reconstruction of Multi-Objective Optimization Problems

P Mansueto - 2024 - flore.unifi.it
The thesis is concerned with multi-objective optimization (MOO) problems under various
constraint types. In particular, we consider the unconstrained, the box constrained, the …