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.

Keywords

Mathematical optimizationDecompositionPortfolioProject portfolio managementMulti-objective optimizationComputer scienceEvolutionary algorithmMathematicsProject managementEngineering

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Year
2010
Type
article
Pages
1-8
Citations
105
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Closed

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Qingfu Zhang, Hui Li, Dietmar Maringer et al. (2010). MOEA/D with NBI-style Tchebycheff approach for portfolio management. , 1-8. https://doi.org/10.1109/cec.2010.5586185

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DOI
10.1109/cec.2010.5586185