Multicriteria Programming for Financial Planning

DOI10.2307/3009607MaRDI QIDQ4175038zbMATH OpenOpenAlexFDO

Authors D. J. Ashton, Derek Atkins

Publication date 1979

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3009607

zbMATH Keywords

Financial PlanningVector Optimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Operations research and management science (90B99)

Cited in

(14)

• Saddle points and Lagrangian-type duality for discrete minmax fractional subset programming problems with generalized convex functions
• Duality for generalized fractional programs involving n-set functions
• Fractional programming
• Parameter-free sufficient optimality conditions and duality models for minmax fractional subset programming problems with generalized ( F,,) -convex functions
• Global parametric sufficient optimality conditions for discrete minmax fractional programming problems containing generalized (,,)-V-invex functions and arbitrary norms
• Bibliography in fractional programming
• Optimization strategy of credit line management for credit card business
• Optimality conditions and duality for a class of continuous-time generalized fractional programming problems
• A review of goal programming and its applications
• Interior efficient solutions in bicriterion linear fractional programming -- A geometric approach
• Bi-objective reliability based optimization: an application to investment analysis
• Successive linear programming for ratio goal problems
• Quasiconcave vector maximization: Connectedness of the sets of Pareto- optimal and weak Pareto-optimal alternatives
• Duality in generalized linear fractional programming

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