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Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection

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Cited by:

  1. Labiba Noshin Asha & Arup Dey & Nita Yodo & Lucy G. Aragon, 2022. "Optimization Approaches for Multiple Conflicting Objectives in Sustainable Green Supply Chain Management," Sustainability, MDPI, vol. 14(19), pages 1-24, October.
  2. Shivam Gupta & Sachin Modgil & Samadrita Bhattacharyya & Indranil Bose, 2022. "Artificial intelligence for decision support systems in the field of operations research: review and future scope of research," Annals of Operations Research, Springer, vol. 308(1), pages 215-274, January.
  3. Luo, Hao & Du, Bing & Huang, George Q. & Chen, Huaping & Li, Xiaolin, 2013. "Hybrid flow shop scheduling considering machine electricity consumption cost," International Journal of Production Economics, Elsevier, vol. 146(2), pages 423-439.
  4. Doering, Jana & Kizys, Renatas & Juan, Angel A. & Fitó, Àngels & Polat, Onur, 2019. "Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends," Operations Research Perspectives, Elsevier, vol. 6(C).
  5. Pérez, Fátima & Gómez, Trinidad & Caballero, Rafael & Liern, Vicente, 2018. "Project portfolio selection and planning with fuzzy constraints," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 117-129.
  6. Masoud Rahiminezhad Galankashi & Farimah Mokhatab Rafiei & Maryam Ghezelbash, 2020. "Portfolio selection: a fuzzy-ANP approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-34, December.
  7. Hassanzadeh, Farhad & Nemati, Hamid & Sun, Minghe, 2014. "Robust optimization for interactive multiobjective programming with imprecise information applied to R&D project portfolio selection," European Journal of Operational Research, Elsevier, vol. 238(1), pages 41-53.
  8. Yiwei Fan & Gang Wang & Xiaoling Lu & Gaobin Wang, 2019. "Distributed forecasting and ant colony optimization for the bike-sharing rebalancing problem with unserved demands," PLOS ONE, Public Library of Science, vol. 14(12), pages 1-26, December.
  9. Boxuan Zhao & Jianmin Gao & Kun Chen & Ke Guo, 2018. "Two-generation Pareto ant colony algorithm for multi-objective job shop scheduling problem with alternative process plans and unrelated parallel machines," Journal of Intelligent Manufacturing, Springer, vol. 29(1), pages 93-108, January.
  10. Walter J. Gutjahr, 2006. "On the Finite-Time Dynamics of Ant Colony Optimization," Methodology and Computing in Applied Probability, Springer, vol. 8(1), pages 105-133, March.
  11. J. L. Redondo & J. Fernández & P. M. Ortigosa, 2017. "FEMOEA: a fast and efficient multi-objective evolutionary algorithm," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 85(1), pages 113-135, February.
  12. Jian Xiong & Rui Wang & Jiang Jiang, 2019. "Weapon Selection and Planning Problems Using MOEA/D with Distance-Based Divided Neighborhoods," Complexity, Hindawi, vol. 2019, pages 1-18, November.
  13. Farhad Hassanzadeh & Hamid Nemati & Minghe Sun, 2013. "Robust Optimization for Interactive Multiobjective Programming with Imprecise Information Applied to R&D Project Portfolio Selection," Working Papers 0194mss, College of Business, University of Texas at San Antonio.
  14. Doerner, K.F. & Gutjahr, W.J. & Hartl, R.F. & Strauss, C. & Stummer, C., 2008. "Nature-inspired metaheuristics for multiobjective activity crashing," Omega, Elsevier, vol. 36(6), pages 1019-1037, December.
  15. Forouli, Aikaterini & Gkonis, Nikolaos & Nikas, Alexandros & Siskos, Eleftherios & Doukas, Haris & Tourkolias, Christos, 2019. "Energy efficiency promotion in Greece in light of risk: Evaluating policies as portfolio assets," Energy, Elsevier, vol. 170(C), pages 818-831.
  16. Fausto Balderas & Eduardo Fernandez & Claudia Gomez-Santillan & Nelson Rangel-Valdez & Laura Cruz, 2019. "An Interval-Based Approach for Evolutionary Multi-Objective Optimization of Project Portfolios," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1317-1358, July.
  17. Moncayo-Martínez, Luis A. & Zhang, David Z., 2011. "Multi-objective ant colony optimisation: A meta-heuristic approach to supply chain design," International Journal of Production Economics, Elsevier, vol. 131(1), pages 407-420, May.
  18. Garcia-Martinez, C. & Cordon, O. & Herrera, F., 2007. "A taxonomy and an empirical analysis of multiple objective ant colony optimization algorithms for the bi-criteria TSP," European Journal of Operational Research, Elsevier, vol. 180(1), pages 116-148, July.
  19. Zhang, Fan & Guo, Ping & Engel, Bernard A. & Guo, Shanshan & Zhang, Chenglong & Tang, Yikuan, 2019. "Planning seasonal irrigation water allocation based on an interval multiobjective multi-stage stochastic programming approach," Agricultural Water Management, Elsevier, vol. 223(C), pages 1-1.
  20. Fekri, Roxana & Amiri, Maghsoud & Sajjad, Rasoul & Golestaneh, Ramin, 2016. "Optimization of Bank Portfolio Investment Decision Considering Resistive Economy," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(4), pages 375-400, October.
  21. Javier Panadero & Jana Doering & Renatas Kizys & Angel A. Juan & Angels Fito, 2020. "A variable neighborhood search simheuristic for project portfolio selection under uncertainty," Journal of Heuristics, Springer, vol. 26(3), pages 353-375, June.
  22. Doerner, Karl & Focke, Axel & Gutjahr, Walter J., 2007. "Multicriteria tour planning for mobile healthcare facilities in a developing country," European Journal of Operational Research, Elsevier, vol. 179(3), pages 1078-1096, June.
  23. F. Perez & T. Gomez, 2016. "Multiobjective project portfolio selection with fuzzy constraints," Annals of Operations Research, Springer, vol. 245(1), pages 7-29, October.
  24. Doerner, K.F. & Gutjahr, W.J. & Hartl, R.F. & Strauss, C. & Stummer, C., 2006. "Pareto ant colony optimization with ILP preprocessing in multiobjective project portfolio selection," European Journal of Operational Research, Elsevier, vol. 171(3), pages 830-841, June.
  25. Mohammad Asghari & Seyed Mohammad Javad Mirzapour Al-E-Hashem & Yacine Rekik, 2022. "Environmental and social implications of incorporating carpooling service on a customized bus system," Post-Print hal-03598768, HAL.
  26. Paolo Giudici & Gloria Polinesi & Alessandro Spelta, 2022. "Network models to improve robot advisory portfolios," Annals of Operations Research, Springer, vol. 313(2), pages 965-989, June.
  27. Marques, Adriana Cavalcante & Frej, Eduarda Asfora & de Almeida, Adiel Teixeira, 2022. "Multicriteria decision support for project portfolio selection with the FITradeoff method," Omega, Elsevier, vol. 111(C).
  28. Vijaya Dixit & Manoj Kumar Tiwari, 2020. "Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach," Annals of Operations Research, Springer, vol. 285(1), pages 9-33, February.
  29. Matthias Ehrgott & Xavier Gandibleux, 2004. "Approximative solution methods for multiobjective combinatorial optimization," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(1), pages 1-63, June.
  30. Seunghoon Lee & Young Hoon Lee & Yongho Choi, 2019. "Project Portfolio Selection Considering Total Cost of Ownership in the Automobile Industry," Sustainability, MDPI, vol. 11(17), pages 1-17, August.
  31. Gutjahr, Walter J. & Katzensteiner, Stefan & Reiter, Peter & Stummer, Christian & Denk, Michaela, 2010. "Multi-objective decision analysis for competence-oriented project portfolio selection," European Journal of Operational Research, Elsevier, vol. 205(3), pages 670-679, September.
  32. Moncayo-Martínez, Luis A. & Zhang, David Z., 2013. "Optimising safety stock placement and lead time in an assembly supply chain using bi-objective MAX–MIN ant system," International Journal of Production Economics, Elsevier, vol. 145(1), pages 18-28.
  33. Marion S. Rauner & Walter J. Gutjahr & Kurt Heidenberger & Joachim Wagner & Joseph Pasia, 2010. "Dynamic Policy Modeling for Chronic Diseases: Metaheuristic-Based Identification of Pareto-Optimal Screening Strategies," Operations Research, INFORMS, vol. 58(5), pages 1269-1286, October.
  34. Karl F. Doerner & Vittorio Maniezzo, 2018. "Metaheuristic search techniques for multi-objective and stochastic problems: a history of the inventions of Walter J. Gutjahr in the past 22 years," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 26(2), pages 331-356, June.
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