Pages that link to "Item:Q1291760"
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The following pages link to Epsilon-dominating solutions in mean-variance portfolio analysis (Q1291760):
Displaying 25 items.
- An external penalty-type method for multicriteria (Q301402) (← links)
- Convergence of the projected gradient method for quasiconvex multiobjective optimization (Q555040) (← links)
- An augmented Lagrangian algorithm for multi-objective optimization (Q782908) (← links)
- Generating \(\varepsilon\)-efficient solutions in multiobjective programming (Q857285) (← links)
- On approximate efficiency in multiobjective programming (Q857826) (← links)
- Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling (Q1042804) (← links)
- Multiple reduced gradient method for multiobjective optimization problems (Q1625772) (← links)
- Strictly feasible solutions and strict complementarity in multiple objective linear optimization (Q1680765) (← links)
- A steepest descent method for vector optimization (Q1765484) (← links)
- A projected subgradient method for nondifferentiable quasiconvex multiobjective optimization problems (Q2046554) (← links)
- Linear convergence of a nonmonotone projected gradient method for multiobjective optimization (Q2114598) (← links)
- On \(q\)-steepest descent method for unconstrained multiobjective optimization problems (Q2132125) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- Inexact projected gradient method for vector optimization (Q2377166) (← links)
- Barzilai and Borwein's method for multiobjective optimization problems (Q2630749) (← links)
- A limited memory quasi-Newton approach for multi-objective optimization (Q2701416) (← links)
- On the convergence of the projected gradient method for vector optimization (Q3112500) (← links)
- Convergence of a nonmonotone projected gradient method for nonconvex multiobjective optimization (Q3383208) (← links)
- Nonlinear Conjugate Gradient Methods for Vector Optimization (Q4687237) (← links)
- Convergence analysis of a projected gradient method for multiobjective optimization problems (Q5090002) (← links)
- A barrier-type method for multiobjective optimization (Q5151514) (← links)
- A superlinearly convergent nonmonotone quasi-Newton method for unconstrained multiobjective optimization (Q5859003) (← links)
- Pareto front approximation through a multi-objective augmented Lagrangian method (Q6114906) (← links)
- A memetic procedure for global multi-objective optimization (Q6175704) (← links)
- Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization (Q6498413) (← links)