Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming
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Publication:691482
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
optimal portfolio selection; adjustable weights; lexicographic goal programming; uniformly distributed Pareto set
90C29: Multi-objective and goal programming
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Uses Software
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