A New Equality Constraint-Handling Technique: Unconstrained Search Space Proposal for Equality Constrained Optimization Problem

作者: Yukiko Orito , Yoshiko Hanada , Shunsuke Shibata , Hisashi Yamamoto

DOI: 10.1007/978-3-319-13356-0_36

关键词:

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.

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