Solving a mixed-integer multiobjective bond portfolio model involving logical conditions

DOI10.1023/A:1018933929995zbMath0920.90009OpenAlexW109361700MaRDI QIDQ1265910

R. L. V. Pinto, Berc Rustem

Publication date: 26 September 1999

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018933929995

zbMATH Keywords

multicriteria optimizationbond portfolio problemlogic-based modelling language

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Multi-objective and goal programming (90C29)

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