Pages that link to "Item:Q3830776"

The following pages link to BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING (Q3830776):

Displaying 50 items.

• Global solutions to fractional programming problem with ratio of nonconvex functions (Q299415) (← links)
• Outcome space range reduction method for global optimization of sum of affine ratios problem (Q330338) (← links)
• Maximizing for the sum of ratios of two convex functions over a convex set (Q336507) (← links)
• An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem (Q427361) (← links)
• Canonical d. c. programming techniques for solving a convex program with an additional constraint of multiplicative type (Q685859) (← links)
• An outer approximation method for minimizing the product of several convex functions on a convex set (Q686993) (← links)
• Global optimization of nonlinear sum of ratios problem (Q702537) (← links)
• On the global optimization of sums of linear fractional functions over a convex set (Q704748) (← links)
• Branch-and-bound outer approximation algorithm for sum-of-ratios fractional programs (Q711696) (← links)
• Optimizing over the properly efficient set of convex multi-objective optimization problems (Q828826) (← links)
• A deterministic global optimization algorithm (Q870181) (← links)
• A simplicial branch and bound duality-bounds algorithm for the linear sum-of-ratios problem (Q881518) (← links)
• Global optimization for sum of geometric fractional functions (Q983970) (← links)
• Simplicial branch-and-reduce algorithm for convex programs with a multiplicative constraint (Q987514) (← links)
• A constrained least square approach to the estimation of the term structure of interest rates (Q1000382) (← links)
• Solving the sum-of-ratios problem by a stochastic search algorithm (Q1024829) (← links)
• Solving sum of quadratic ratios fractional programs via monotonic function (Q1026289) (← links)
• Generic algorithm for generalized fractional programming (Q1029285) (← links)
• Global optimization for a class of fractional programming problems (Q1037364) (← links)
• Branch-and-reduce algorithm for convex programs with additional multiplicative constraints (Q1042085) (← links)
• Parametric simplex algorithms for solving a special class of nonconvex minimization problems (Q1177915) (← links)
• The complementary convex structure in global optimization (Q1187368) (← links)
• Polyhedral annexation, dualization and dimension reduction technique in global optimization (Q1200635) (← links)
• A parametric successive underestimation method for convex multiplicative programming problems (Q1200637) (← links)
• Solving a mixed-integer multiobjective bond portfolio model involving logical conditions (Q1265910) (← links)
• Image space analysis of generalized fractional programs (Q1315441) (← links)
• Linear programs with an additional rank two reverse convex constraint (Q1327432) (← links)
• Convex programs with an additional constraint on the product of several convex functions (Q1333464) (← links)
• Multiplicative programming problems: Analysis and efficient point search heuristic (Q1367730) (← links)
• Outcome-space cutting-plane algorithm for linear multiplicative programming (Q1579657) (← links)
• Global optimization for a class of nonlinear sum of ratios problem (Q1717663) (← links)
• A new two-level linear relaxed bound method for geometric programming problems (Q1774846) (← links)
• Efficient algorithms for solving certain nonconvex programs dealing with the product of two affine fractional functions (Q1804585) (← links)
• On the use of optimization models for portfolio selection: A review and some computational results (Q1890889) (← links)
• Dual approach to minimization on the set of Pareto-optimal solutions (Q1918295) (← links)
• A practical but rigorous approach to sum-of-ratios optimization in geometric applications (Q1938908) (← links)
• Using conical partition to globally maximizing the nonlinear sum of ratios (Q1957316) (← links)
• Incremental quasi-subgradient methods for minimizing the sum of quasi-convex functions (Q2010105) (← links)
• Outer space branch and bound algorithm for solving linear multiplicative programming problems (Q2022174) (← links)
• Necessary optimality conditions for semi-vectorial bi-level optimization with convex lower level: theoretical results and applications to the quadratic case (Q2059178) (← links)
• An outcome-space-based branch-and-bound algorithm for a class of sum-of-fractions problems (Q2116605) (← links)
• Solving a fractional programming problem in a commercial bank (Q2171099) (← links)
• Pareto optimality conditions and duality for vector quadratic fractional optimization problems (Q2336897) (← links)
• Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case (Q2351525) (← links)
• A global optimization algorithm for linear fractional programming (Q2378922) (← links)
• Necessary and sufficient conditions for achieving global optimal solutions in multiobjective quadratic fractional optimization problems (Q2423805) (← links)
• Solving sum of ratios fractional programs via concave minimization (Q2465451) (← links)
• Global optimization method for maximizing the sum of difference of convex functions ratios over nonconvex region (Q2511139) (← links)
• Effective algorithm and computational complexity for solving sum of linear ratios problem (Q2691389) (← links)
• A bond portfolio optimization model based on CVaR and the numerical methods (Q2927310) (← links)