Pages that link to "Item:Q1290716"
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The following pages link to A reference direction approach to multiple objective quadratic-linear programming (Q1290716):
Displaying 10 items.
- Doubly nonnegative relaxation method for solving multiple objective quadratic programming problems (Q380592) (← links)
- Hybrid method for a class of stochastic bi-criteria optimization problems (Q607996) (← links)
- A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model (Q697551) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- Interactive \textsc{Nonconvex Pareto Navigator} for multiobjective optimization (Q1711468) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- Pareto optimality conditions and duality for vector quadratic fractional optimization problems (Q2336897) (← links)
- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives (Q2358185) (← links)
- On constructing expert Betas for single-index model (Q2371378) (← links)
- Necessary and sufficient conditions for achieving global optimal solutions in multiobjective quadratic fractional optimization problems (Q2423805) (← links)