原创力文档Multi objective optimization problem and its application in financial investment多目标优化问题及其在金融投资中的应用.pdfVIP
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NSGA-II
MP
VP VP -
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VP
VP
NSGA-II NSGA-II
Pareto
VaR
NSGA-II MATLAB
- NSGA-II
I
ABSTRACT
As a most important branch of optimization theory and its applications,
multi-objective optimization’s theoretical research related to many branches such as
convex analysis, nonsmooth analysis, nonlinear analysis, etc. At the same time,
multi-objective optimization also has important applications in many areas of national
life. In multi-objective optimization problems, there are still some meaningful hot
issues, such as the theoretical research of approximate solution , intelligent
optimization algorithm, applications in practical problems and so on. Many authors
have gained a lot of results. Inspired by these results, we discussed some questions
focusing on - quasi weakly efficient solution in multi-objective optimization,
non-dominated sorting genetic algorithm with elite strategy
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