Zhang, Qingfu and Li, Hui and Maringer, Dietmar and Tsang, Edward (2010) MOEA/D with NBI-style Tchebycheff approach for portfolio management. In: 2010 IEEE Congress on Evolutionary Computation (CEC), 2010-07-18 - 2010-07-23.
Zhang, Qingfu and Li, Hui and Maringer, Dietmar and Tsang, Edward (2010) MOEA/D with NBI-style Tchebycheff approach for portfolio management. In: 2010 IEEE Congress on Evolutionary Computation (CEC), 2010-07-18 - 2010-07-23.
Zhang, Qingfu and Li, Hui and Maringer, Dietmar and Tsang, Edward (2010) MOEA/D with NBI-style Tchebycheff approach for portfolio management. In: 2010 IEEE Congress on Evolutionary Computation (CEC), 2010-07-18 - 2010-07-23.
Abstract
MOEA/D is a generic multiobjective evolutionary optimization algorithm. MOEA/D needs a approach to decompose a multiobjective optimization problem into a number of single objective optimization problems. The commonly-used weighted sum approach and the Tchebycheff approach may not be able to handle disparately scaled objectives. This paper suggests a new decomposition approach, called NBI-style Tchebycheff approach, for MOEA/D to deal with such objectives. A portfolio management MOP has been used as an example to test the effectiveness of MOEA/D with NBI-style Tchebycheff approach. © 2010 IEEE.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Additional Information: | Published proceedings: 2010 IEEE World Congress on Computational Intelligence, WCCI 2010 - 2010 IEEE Congress on Evolutionary Computation, CEC 2010 |
| Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Divisions: | Faculty of Science and Health Faculty of Science and Health > Computer Science and Electronic Engineering, School of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 15 Aug 2012 13:12 |
| Last Modified: | 24 Oct 2024 20:38 |
| URI: | http://repository.essex.ac.uk/id/eprint/1991 |