Nonmonotone gradient methods for vector optimization with a portfolio optimization application (Q1694908)
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scientific article; zbMATH DE number 6835135
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonmonotone gradient methods for vector optimization with a portfolio optimization application |
scientific article; zbMATH DE number 6835135 |
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Nonmonotone gradient methods for vector optimization with a portfolio optimization application (English)
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6 February 2018
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multiple objective programming
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nonmonotone gradient algorithms
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Pareto optimum
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convergence
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portfolio optimization
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