A class of stochastic optimization problems with one quadratic and several linear objective functions and extended portfolio selection model

Journal of Computational and Applied Mathematics

Volumn 146, Issue 1, 2002, Pages 99-113

  Xu, Jiuping ^a   Li, Jun ^a  

^a SICHUAN UNIVERSITY   (China)

Author keywords

(Stochastic) Multiple quadratic linear programming; (Weakly) Efficient solution; Interactive algorithm; Portfolio selection model

Indexed keywords

ALGORITHMS; OPTIMIZATION;

LINEAR CONSTRAINTS;

STOCHASTIC PROGRAMMING;

MATHEMATICAL ANALYSIS;

EID: 0036724132     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(02)00421-1     Document Type: Article

References (11)

1. Chance-constrained programming
2. Proper efficiency and the theory of vector maximization
3. An interactive approach for multiple criteria optimization, with an application to the operation of academic department
4. A visual interactive method for solving the multiple criteria problem
5. A reference direction approach to multiple objective quadratic-linear programming problems
6. On complement pivot theory
7. Dependent-chance programming: A class of stochastic programming
8. Portfolio selection
9. Multiple objective quadratic-linear programming
10. The use of reference objectives in multi-objective optimization