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

Language	Label	Description	Also known as
English	Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection	scientific article

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instance of

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

DOI

10.3934/jimo.2022029

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2097485

@@ Property / cites work @@
+An outcome space branch and bound-outer approximation algorithm for convex multiplicative programming
+Normal rank
@@ Property / cites work @@
+An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem
+Normal rank
@@ Property / cites work @@
+Outcome-space cutting-plane algorithm for linear multiplicative programming
+Normal rank
@@ Property / cites work @@
+Outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem
+Normal rank
@@ Property / cites work @@
+Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case
+Normal rank
@@ Property / cites work @@
+Optimization over the efficient set
@@ Property / cites work: Optimization over the efficient set / rank @@
+Normal rank
@@ Property / cites work @@
+Branch-and-bound variant of an outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem
+Normal rank
@@ Property / cites work @@
+Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm
+Normal rank
@@ Property / cites work @@
+Robust portfolio selection problem under temperature uncertainty
+Normal rank
@@ Property / cites work @@
+Generalized convex multiplicative programming via quasiconcave minimization
+Normal rank
@@ Property / cites work @@
+An algorithm for optimizing over the efficient set
+Normal rank
@@ Property / cites work @@
+ON THE PROJECTION OF THE EFFICIENT SET AND POTENTIAL APPLICATIONS
+Normal rank
@@ Property / cites work @@
+Q4908852
@@ Property / cites work: Q4908852 / rank @@
+Normal rank
@@ Property / cites work @@
+Primal and dual algorithms for optimization over the efficient set
+Normal rank
@@ Property / cites work @@
+A new mixed integer programming approach for optimization over the efficient set of a multiobjective linear programming problem
+Normal rank
@@ Property / cites work @@
+\(NP\)-hardness of linear multiplicative programming and related problems
+Normal rank
@@ Property / cites work @@
+Mesh shape-quality optimization using the inverse mean-ratio metric
+Normal rank
@@ Property / cites work @@
+A convex-concave programming method for optimizing over the efficient set.
+Normal rank
@@ Property / cites work @@
+Algorithms for the vector maximization problem
@@ Property / cites work: Algorithms for the vector maximization problem / rank @@
+Normal rank
@@ Property / cites work @@
+On efficient sets in \(\mathbb R^2\)
@@ Property / cites work: On efficient sets in \(\mathbb R^2\) / rank @@
+Normal rank
@@ Property / cites work @@
+Cluster Analysis and Mathematical Programming
@@ Property / cites work: Cluster Analysis and Mathematical Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Linear and multiobjective programming with fuzzy stochastic extensions
+Normal rank
@@ Property / cites work @@
+Decomposition branch and bound algorithm for optimization problems over efficient sets
+Normal rank
@@ Property / cites work @@
+Reverse convex programming approach in the space of extreme criteria for optimization over efficient sets
+Normal rank
@@ Property / cites work @@
+Reverse polyblock approximation for generalized multiplicative/fractional programming
+Normal rank
@@ Property / cites work @@
+Optimization over the efficient set: overview
@@ Property / cites work: Optimization over the efficient set: overview / rank @@
+Normal rank