Nonmonotone gradient methods for vector optimization with a portfolio optimization application
Shaojian Qu, Ying Ji, Jianlin Jiang, Qingpu Zhang
| Year of publication: |
1 December 2017
|
|---|---|
| Authors: | Qu, Shaojian ; Ji, Ying ; Jiang, Jianlin ; Zhang, Qingpu |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 263.2017, 2 (1.12.), p. 356-366
|
| Subject: | (S) Multiple objective programming | Nonmonotone gradient algorithms | Pareto optimum | Convergence | Portfolio optimization | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.05.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011793908