Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming

DOI10.1007/s11590-011-0291-5zbMath1262.90159MaRDI QIDQ691482

Panos M. Pardalos, Ingrida Steponavičė, Antanas Žilinskas

Publication date: 30 November 2012

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-011-0291-5

zbMATH Keywords

optimal portfolio selection; adjustable weights; lexicographic goal programming; uniformly distributed Pareto set

Mathematics Subject Classification ID

90C29: Multi-objective and goal programming

Related Items

Branch and probability bound methods in multi-objective optimization, Goal programming with extended factors for portfolio selection, On multi-objective optimization aided drawing of special graphs, Parallelization of a non-linear multi-objective optimization algorithm: application to a location problem, On the worst-case optimal multi-objective global optimization, Bi-objective hypervolume-based Pareto optimization, A weighting subgradient algorithm for multiobjective optimization, A projected subgradient method for nondifferentiable quasiconvex multiobjective optimization problems, Stock portfolio selection hybridizing fuzzy base-criterion method and evidence theory in triangular fuzzy environment, A branch and bound algorithm for Holder bi-objective optimization. Implementation to multidimensional optimization, A new trisection method for solving Lipschitz bi-objective optimization problems

Uses Software

• SPEA2
• AbYSS

Cites Work

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