Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection

DOI10.3934/JIMO.2022029MaRDI QIDQ2097485zbMATH OpenOpenAlexFDO

Authors Nguyen Duc Vuong, Tran Ngoc Thang

Publication date 14 November 2022

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2022029

zbMATH Keywords

branch-and-boundglobal optimizationmulti-objective semistrictly quasiconcave programmingoptimization over the non-dominated setoutcome set

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29)

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Cites work

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Cited in

(2)

• A framework for controllable Pareto front learning with completed scalarization functions and its applications
• A hyper-transformer model for controllable Pareto front learning with split feasibility constraints

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