On solving parametric multiobjective quadratic programs with parameters in general locations

DOI10.1007/s10479-022-04975-yOpenAlexW4300962491MaRDI QIDQ2678592

Margaret M. Wiecek, Pubudu L. W. Jayasekara, Andrew C. Pangia

Publication date: 23 January 2023

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

Full work available at URL: https://doi.org/10.1007/s10479-022-04975-y

zbMATH Keywords

parametric optimizationportfolio optimizationelastic netparametric linear complementarity problemmultiobjective quadratic optimizationsimplex approximation

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31)

Uses Software

• MPT
• GitHub

Cites Work

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