On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
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Publication:1681322
DOI10.1016/j.ejor.2017.08.003zbMath1374.90335OpenAlexW2743593635MaRDI QIDQ1681322
Majid Fakhar, Jafar Zafarani, Mohammad Reza Mahyarinia
Publication date: 23 November 2017
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.08.003
generalized convexityoptimality conditionrobustness and sensitivity analysisnonsmooth saddle-point theoremrobust cardinality/mean-variance model
Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46)
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