Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization

2012 ◽  
Vol 39 (4) ◽  
pp. 4558-4566 ◽  
Author(s):  
Guang-Feng Deng ◽  
Woo-Tsong Lin ◽  
Chih-Chung Lo
2014 ◽  
Vol 599-601 ◽  
pp. 1453-1456
Author(s):  
Ju Wang ◽  
Yin Liu ◽  
Wei Juan Zhang ◽  
Kun Li

The reconstruction algorithm has a hot research in compressed sensing. Matching pursuit algorithm has a huge computational task, when particle swarm optimization has been put forth to find the best atom, but it due to the easy convergence to local minima, so the paper proposed a algorithm ,which based on improved particle swarm optimization. The algorithm referred above combines K-mean and particle swarm optimization algorithm. The algorithm not only effectively prevents the premature convergence, but also improves the K-mean’s local. These findings indicated that the algorithm overcomes premature convergence of particle swarm optimization, and improves the quality of image reconstruction.


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