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A parametric convex programming approach applied to portfolio pelection problems with fuzzy costs.

Ricardo C. SilvaJosé L. VerdegayAkebo Yamakami
Published in: FUZZ-IEEE (2010)
Keyphrases
  • convex programming
  • linear programming
  • convex optimization
  • fuzzy sets
  • interior point methods
  • solving problems
  • primal dual
  • training set
  • high dimensional data