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中文摘要：
本文应用一种新型的智能算法—PSO算法求解有约束的最优投资组合问题，并讨论了最优解的质量与PSO算法中一些重要参数的关系，给出了参数选取的一些建议。数值模拟表明该算法在一定意义下优于模拟退火算法。
英文摘要：
A new intelligent approach called PSO is applied to solve the optimal portfolio model with constraints. The relation between the quality of the solution and the parameters of PSO method is discussed, and the selection of proper parameters is proposed. The numerical simulation shows that PSO outperforms simulated annealing in some sense.
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