In this paper, we present a new approach to the study of various efficient solutions of a set-valued equilibrium problem (for short, SEP) through the study of corresponding solutions of a set-valued optimization problem with a geometric constraint (for short, SOP). The solutions under consideration are: efficient solutions, weakly efficient solutions, strongly efficient solutions, and properly ...

the markowitz’s optimization problem is considered as a standard quadratic programming problem that has exact mathematical solutions. considering real world limits and conditions, the portfolio optimization problem is a mixed quadratic and integer programming problem for which efficient algorithms do not exist. therefore, the use of meta-heuristic methods such as neural networks and evolutionar...