An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization
type: Item
instance of: scholarly article
title: An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization
zbMATH Open document ID: 1498.90224
author: Yanyan Li
published in: Soft Computing
publication date: 2022-11-21T00:00:00Z
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C70
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7620925
zbMATH Keywords: nonlinear optimization problem
zbMATH Keywords: interval valued function
zbMATH Keywords: interval optimization problem
zbMATH Keywords: efficient solution
zbMATH Keywords: portfolio selection problem
MaRDI profile type: Publication
full work available at URL: s00500-020-05541-z
OpenAlex ID: W3119274972
cites work: The optimal solution set of the interval linear programming problems
cites work: Optimality conditions and duality results for non-differentiable interval optimization problems
cites work: Efficient solution of interval optimization problem
cites work: Sufficient optimality conditions and duality theory for interval optimization problem
cites work: Optimality conditions of type KKT for optimization problem with interval-valued objective function via generalized derivative
cites work: Linear programming with interval coefficients
cites work: A saddle point characterization of efficient solutions for interval optimization problems
cites work: Q4445267
cites work: Optimal value range in interval linear programming
cites work: Optimal value bounds in nonlinear programming with interval data
cites work: A novel approach in uncertain programing. I: New arithmetic and order relation for interval numbers
cites work: Multiobjective programming in optimization of the interval objective function
cites work: MULTI-OBJECTIVE GEOMETRIC PROGRAMMING WITH VARYING PARAMETERS: APPLICATION IN WASTE WATER TREATMENT SYSTEM
cites work: A nonlinear interval number programming method for uncertain optimization problems
cites work: A new nonlinear interval programming method for uncertain problems with dependent interval variables
cites work: Solving nonlinear interval optimization problem using stochastic programming technique
cites work: Portfolio rebalancing model with transaction costs using interval optimization
cites work: An interval linear programming approach for portfolio selection model
cites work: Multiobjective efficient portfolio selection with bounded parameters
cites work: Multiobjective interval linear programming in admissible-order vector space
cites work: Numerical solution method for general interval quadratic programming
cites work: A numerical solution method to interval quadratic programming
cites work: Q5566070
cites work: Positive Definiteness and Stability of Interval Matrices
cites work: On interval-valued nonlinear programming problems
cites work: The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
cites work: Enhanced-interval linear programming
DOI: 10.1007/S00500-020-05541-Z
description: scientific article; zbMATH DE number 7620925