Approximate solution in robust multi-objective optimization and its application in portfolio optimization
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Cites work
- ϵ-Efficient solutions in semi-infinite multiobjective optimization
- A globally convergent method for solving a quartic generalized Markowitz portfolio problem
- Efficient cardinality/mean-variance portfolios
- Generalizations of Slater's constraint qualification for infinite convex programs
- scientific article; zbMATH DE number 1070896 (Why is no real title available?)
- Linear semi-infinite optimization: recent advances
- On \(\epsilon\)-solutions for robust semi-infinite optimization problems
- On nonsmooth optimality theorems for robust optimization problems
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
- On semi-infinite minmax programming with generalized invexity
- Optimality and duality for robust multiobjective optimization problems
- Robust convex optimization
- Robust multiobjective optimization \& applications in portfolio optimization
- Robust optimization
- Uniform duality in semi-infinite convex optimization
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