Nonmonotone gradient methods for vector optimization with a portfolio optimization application (Q1694908)

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Nonmonotone gradient methods for vector optimization with a portfolio optimization application
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    Nonmonotone gradient methods for vector optimization with a portfolio optimization application (English)
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    6 February 2018
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    multiple objective programming
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    nonmonotone gradient algorithms
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    Pareto optimum
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    convergence
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    portfolio optimization
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