Nonmonotone gradient methods for vector optimization with a portfolio optimization application
type: Item
instance of: scholarly article
title: Nonmonotone gradient methods for vector optimization with a portfolio optimization application
zbMATH Open document ID: 1380.90246
author: Ying Ji
author: Shaojian Qu
author: Jianlin Jiang
author: Qing-Pu Zhang
published in: European Journal of Operational Research
publication date: 2018-02-06T00:00:00Z
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6835135
zbMATH Keywords: multiple objective programming
zbMATH Keywords: nonmonotone gradient algorithms
zbMATH Keywords: Pareto optimum
zbMATH Keywords: convergence
zbMATH Keywords: portfolio optimization
MaRDI profile type: Publication
full work available at URL: j.ejor.2017.05.027
OpenAlex ID: W2618176816
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DOI: 10.1016/J.EJOR.2017.05.027
description: scientific article; zbMATH DE number 6835135