TY - JOUR U1 - Zeitschriftenartikel, wissenschaftlich - begutachtet (reviewed) A1 - Beyer, Hans-Georg A1 - Finck, Steffen T1 - On the design of constraint covariance matrix self-adaptation evolution strategies including a cardinality constraint JF - IEEE Transactions on Evolutionary Computation KW - linear programming KW - Mathematical model KW - Vectors KW - portfolio optimization KW - Algorithm design and analysis KW - algorithm engineering KW - cardinality constraint KW - CMSA-ES KW - concave programming KW - Constrained optimization KW - constraint covariance matrix self-adaptation evolution strategy design KW - Constraint optimization KW - covariance matrices KW - Covariance matrix KW - covariance matrix self-adaptation evolution strategy KW - Dow Jones Index KW - investment KW - linear inequalities KW - mixed linear-nonlinear constrained optimization problem KW - nonconvex optimization KW - nonconvex optimization problem KW - nonlinear programming KW - Portfolios KW - time series KW - time series data Y1 - 2012 SN - 1089-778X SS - 1089-778X U6 - https://doi.org/10.1109/TEVC.2011.2169967 DO - https://doi.org/10.1109/TEVC.2011.2169967 VL - 16. Jg. IS - H. 4 SP - 578 EP - 596 ER -