Adaptive Sampling Stochastic Multigradient Algorithm for Stochastic Multiobjective Optimization
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DOI: 10.1007/s10957-023-02334-w
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- Fliege, Jörg & Werner, Ralf, 2014. "Robust multiobjective optimization & applications in portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 422-433.
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Keywords
Stochastic multiobjective optimization; Stochastic multigradient algorithm; Adaptive sampling; Convergence rate;All these keywords.
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