Search Results - subject:"efficient set"

Approximating multiobjective optimization problems : how exact can you be?

Bazgan, Cristina; Herzel, Arne; Ruzika, Stefan; … - In: Mathematical methods of operations research : ZOR 100 (2024) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10015126884

Approximating multiobjective optimization problems: How exact can you be?

Bazgan, Cristina; Herzel, Arne; Ruzika, Stefan; … - In: Mathematical Methods of Operations Research 100 (2023) 1, pp. 5-25

It is well known that, under very weak assumptions, multiobjective optimization problems admit (1+ε,⋯,1+ε)-approximation sets (also called ε-Pareto sets ) of polynomial cardinality (in the size of the instance and in 1ε). While an approximation guarantee of 1+εfor any ε0is the best one...

Persistent link: https://www.econbiz.de/10015331781

Approximating multiobjective optimization problems: How exact can you be?

Bazgan, Cristina; Herzel, Arne; Ruzika, Stefan; … - In: Mathematical Methods of Operations Research 100 (2023) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10015400929

Portfolio Optimization by Using Birds Flight Algorithm

Meybodi, Fatemeh Khaleghi; Denavi, Hassan Dehghan; … - In: International Journal of Academic Research in … 4 (2014) 2, pp. 334-342

Markowitz optimization problem so determination of investment efficient set, while the number of investable assets and … efficient set. Results from this study show that particle Swarm optimization method in portfolio optimization, despite the …

Persistent link: https://www.econbiz.de/10010850192

El teorema de la separación de Tobin: información del primer semestre de 2008 del mercado accionario colombiano

Gómez, José Gabriel Astaiza - In: REVISTA AD-MINISTER (2012)

Tobin’s separation theorem does not match the Markowitz efficient set. Next a review of Markowitz´s portfolio selection … expose a concrete scenario in which Tobin´s theorem leads to a portfolio located outside Markowitz´s efficient set. …

Persistent link: https://www.econbiz.de/10011152810

Optimization over an integer efficient set of a Multiple Objective Linear Fractional Problem

Zerdani, Ouiza; Moulai, Mustapha - Volkswirtschaftliche Fakultät, … - 2011

The problem of optimizing a real valued function over an efficient set of the Multiple Objective Linear Fractional … optimizing a linear function over an efficient set of the Multiple Objective Linear Programming problem (MOLP).In this work an … algorithm is developed that optimizes an arbitrary linear function over an integer efficient set of problem (MOLFP) without …

Persistent link: https://www.econbiz.de/10009404632