Selecting the optimal subset from a large set of variables is a fundamental problem in various learning tasks such as feature selection, sparse regression, dictionary learning, etc. In this paper, we propose the POSS approach which employs evolutionary Pareto optimization to find a small-sized subset with good performance. We prove that for sparse regression, POSS is able to achieve the best-so...

despite the growing use of evolutionary multi-objective optimization algorithms in different categories of science, these algorithms as a powerful tool in portfolio optimization and specially solving multi-objective portfolio optimization problem is still in its early stages. in this paper, moeas have been used for solving multi-objective portfolio optimization problem in tehran stock market. f...

The fruit fly optimization algorithm (FOA) is a global optimization algorithm inspired by the foraging behavior of a fruit fly swarm. In this study, a novel stochastic fractal model based fruit fly optimization algorithm is proposed for multiobjective optimization. A food source generating method based on a stochastic fractal with an adaptive parameter updating strategy is introduced to improve...

a wind turbine transformer (wtt) is designed using a 3d wound core while the transformer’s total owning cost (toc) and its inrush current performance realized as the two objective functions in a multi-objective optimization process. multi-objective genetic algorithm is utilized to derive pareto optimal solutions. the effects of inrush current improvement on other operating and design parameters...

A well-known example of global optimization that provides solutions within fixed error limits is optimization of functions with a known Lipschitz constant. In many real-life problems this constant is unknown. To address that, we propose a novel method called Pareto Lipshitzian Optimization (PLO) that provides solutions within fixed error limits for functions with unknown Lipschitz constants. In...

In this paper, a novel prediction based mean-variance (PBMV) model has been proposed, as an alternative to the conventional Markowitz mean-variance model, to solve the constrained portfolio optimization problem. In the Markowitz mean-variance model, the expected future return is taken as the mean of the past returns, which is incorrect. In the proposed model, first the expected future returns a...

We consider the problem of constructing an approximation of the Pareto curve associated with the multiobjective optimization problem minx∈S{(f1(x), f2(x))}, where f1 and f2 are two conflicting polynomial criteria and S ⊂ Rn is a compact basic semialgebraic set. We provide a systematic numerical scheme to approximate the Pareto curve. We start by reducing the initial problem into a scalarized po...

A visualization methodology is presented in which a Pareto Frontier can be visualized in an intuitive and straightforward manner for an n-dimensional performance space. Based on this visualization, it is possible to quickly identify ‘good’ regions of the performance and optimal design spaces for a multi-objective optimization application, regardless of space complexity. Visualizing Pareto solut...

In this study, a problem space genetic algorithm (PSGA) is used to solve bicriteria tool management and scheduling problems simultaneously in ¯exible manufacturing systems. The PSGA is used to generate approximately ef®cient solutions minimizing both the manufacturing cost and total weighted tardiness. This is the ®rst implementation of PSGA to solve a multiobjective optimization problem (MOP)....

majority of models in location literature are based on assumptions such as point demand, absence of competitors, as well as monopoly in location, products, and services. however in real-world applications, these assumptions are not well-matched with reality. in this study, a new mixed integer nonlinear programming model based on weighted goal programming approach is proposed to maximize the cap...