Interval-based ranking in noisy evolutionary multi-objective optimization

Interval-based ranking in noisy evolutionary multi-objective optimization

As one of the most competitive approaches to multi-objective optimization, evolutionary algorithms have been shown to obtain very good results for many realworld multi-objective problems. One of the issues that can affect the performance of these algorithms is the uncertainty in the quality of the solutions which is usually represented with the noise in the objective values. Therefore, handling...

Sequential Sampling in Noisy Multi-Objective Evolutionary Optimization

Most real-world optimization problems behave stochastically. Evolutionary optimization algorithms have to cope with the uncertainty in order to not loose a substantial part of their performance. There are different types of uncertainty and this thesis studies the type that is commonly known as noise and the use of resampling techniques as countermeasure in multi-objective evolutionary optimizat...

Multi-period and Multi-objective Stock Selection Optimization Model Based on Fuzzy Interval Approach

The optimization of investment portfolios is the most important topic in financial decision making, and many relevant models can be found in the literature.  According to importance of portfolio optimization in this paper, deals with novel solution approaches to solve new developed portfolio optimization model. Contrary to previous work, the uncertainty of future retur...

Evolutionary Multi-Objective Robust Optimization

GPGPU-Compatible Archive Based Stochastic Ranking Evolutionary Algorithm (G-ASREA) for Multi-Objective Optimization

In this paper, a GPGPU (general purpose graphics processing unit) compatible Archived based Stochastic Ranking Evolutionary Algorithm (G-ASREA) is proposed, that ranks the population with respect to an archive of non-dominated solutions. It reduces the complexity of the deterministic ranking operator from O(mn) to O(man) and further speeds up ranking on GPU. Experiments compare G-ASREA with a C...