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

DOI10.1007/S11590-011-0291-5zbMath1262.90159OpenAlexW2075868161MaRDI 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 selectionadjustable weightslexicographic goal programminguniformly distributed Pareto set

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

Related Items (11)

On multi-objective optimization aided drawing of special graphs ⋮ Parallelization of a non-linear multi-objective optimization algorithm: application to a location problem ⋮ A new trisection method for solving Lipschitz bi-objective optimization problems ⋮ On the worst-case optimal multi-objective global optimization ⋮ Goal programming with extended factors for portfolio selection ⋮ Bi-objective hypervolume-based Pareto optimization ⋮ A weighting subgradient algorithm for multiobjective optimization ⋮ Branch and probability bound methods in multi-objective 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

Uses Software

• SPEA2
• AbYSS

Cites Work

• Unnamed Item
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• Advances in multicriteria analysis
• A survey of recent developments in multiobjective optimization
• Handbook of multicriteria analysis
• MOCell: A cellular genetic algorithm for multiobjective optimization
• Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
• Introduction to global optimization.

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