A penalty decomposition approach for multi-objective cardinality-constrained optimization problems
DOI10.1080/10556788.2022.2060972OpenAlexW4224297861MaRDI QIDQ5058409FDOQ5058409
Publication date: 20 December 2022
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2022.2060972
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global convergencemulti-objective optimizationcardinality constraintsportfolio selection problempenalty decomposition method
Multi-objective and goal programming (90C29) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
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