A new class of nonlinear conjugate gradient method for unconstrained optimization models and its application in portfolio selection
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Cited in
(6)- Penalty algorithm based on conjugate gradient method for solving portfolio management problem
- A hybrid FR-DY conjugate gradient algorithm for unconstrained optimization with application in portfolio selection
- A modified nonlinear conjugate gradient algorithm for unconstrained optimization and portfolio selection problems
- Error bounds for nonlinear mixed variational-hemivariational inequality problems
- Application of a globally convergent hybrid conjugate gradient method in portfolio optimization
- A convex combination of improved Fletcher-Reeves and Rivaie-Mustafa-Ismail-Leong conjugate gradient methods for unconstrained optimization problems and applications
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