作者: Yukiko Orito , Yoshiko Hanada , Shunsuke Shibata , Hisashi Yamamoto
DOI: 10.1007/978-3-319-13356-0_36
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摘要: For solving an equality constrained optimization problem, it is difficult to search optimal solution by using any evolutionary algorithms. We propose a new technique which removes constraint in problem this paper. The transforms space unconstrained for portfolio replication problem. In numerical experiments, we show that algorithms can generate good solutions obtained the technique.