genetic algorithm

Another comparison of heuristic optimizers

August 20, 2012 | Pat

A herd of heuristic algorithms is compared using a portfolio optimization. Previously “A comparison of some heuristic optimization methods” used two simple and tiny portfolio optimization problems to compare a number of optimization functions in the R language. This post expands upon that by using a portfolio optimization problem that ... [Read more...]

Genetic algorithms: a simple R example

August 1, 2012 | Bart

Genetic algorithm is a search heuristic. GAs can generate a vast number of possible model solutions and use these to evolve towards an approximation of the best solution of the model. Hereby it mimics evolution in nature. GA generates a population, the individuals in this population (often called chromosomes) have  ... [Read more...]

A comparison of some heuristic optimization methods

July 23, 2012 | Pat

A simple portfolio optimization problem is used to look at several R functions that use randomness in various ways to do optimization. Orientation Some optimization problems are really hard. In these cases sometimes the best approach is to use randomness to get an approximate answer. Once you decide to go ... [Read more...]

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