Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection (Q2097485): Difference between revisions

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scientific article

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English	Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection	scientific article

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scholarly article

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title

Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection (English)

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Journal of Industrial and Management Optimization

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publication date

14 November 2022

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zbMATH Keywords

global optimization

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optimization over the non-dominated set

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outcome set

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multi-objective semistrictly quasiconcave programming

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branch-and-bound

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.3934/jimo.2022029

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cites work

An outcome space branch and bound-outer approximation algorithm for convex multiplicative programming

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An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem

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Outcome-space cutting-plane algorithm for linear multiplicative programming

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Outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem

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Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case

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Optimization over the efficient set

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Branch-and-bound variant of an outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem

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Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm

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Robust portfolio selection problem under temperature uncertainty

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Generalized convex multiplicative programming via quasiconcave minimization

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An algorithm for optimizing over the efficient set

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ON THE PROJECTION OF THE EFFICIENT SET AND POTENTIAL APPLICATIONS

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Q4908852

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Primal and dual algorithms for optimization over the efficient set

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A new mixed integer programming approach for optimization over the efficient set of a multiobjective linear programming problem

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\(NP\)-hardness of linear multiplicative programming and related problems

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Mesh shape-quality optimization using the inverse mean-ratio metric

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A convex-concave programming method for optimizing over the efficient set.

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Algorithms for the vector maximization problem

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On efficient sets in \(\mathbb R^2\)

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Cluster Analysis and Mathematical Programming

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Linear and multiobjective programming with fuzzy stochastic extensions

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Decomposition branch and bound algorithm for optimization problems over efficient sets

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Reverse convex programming approach in the space of extreme criteria for optimization over efficient sets

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Reverse polyblock approximation for generalized multiplicative/fractional programming

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Optimization over the efficient set: overview

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Identifiers

Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:2097485

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