Approaches for biobjective integer linear robust optimization
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A Benders decomposition approach for the robust spanning tree problem with interval data
- A Polyhedral Approximation Framework for Convex and Robust Distributed Optimization
- A unified approach through image space analysis to robustness in uncertain optimization problems
- An exact algorithm for finding extreme supported nondominated points of multiobjective mixed integer programs
- Approximate cutting plane approaches for exact solutions to robust optimization problems
- Bi-objective robust optimisation
- Bicriteria Transportation Problem
- Characterizations of multiobjective robustness on vectorization counterparts
- Complexity results and exact algorithms for robust knapsack problems
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
- Cutting-set methods for robust convex optimization with pessimizing oracles
- Dominance for multi-objective robust optimization concepts
- Extensions of labeling algorithms for multi-objective uncertain shortest path problems
- Infinitely constrained optimization problems
- Integer feasibility of random polytopes: random integer programs
- Joint Continuity of Monotonic Functions
- Linear Multiple Objective Problems with Interval Coefficients
- Min-max and min-max regret versions of combinatorial optimization problems: A survey
- Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients
- Minmax robustness for multi-objective optimization problems
- Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty
- Multicriteria Optimization
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach
- Multiobjective programming and planning
- Multi‐objective combinatorial optimization problems: A survey
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
- On approximate efficiency for nonsmooth robust vector optimization problems
- On robust multiobjective optimization
- Output-sensitive algorithms for enumerating the extreme nondominated points of multiobjective combinatorial optimization problems
- Pareto solutions in multicriteria optimization under uncertainty
- Possible and necessary efficiency in possibilistic multiobjective linear programming problems and possible efficiency test
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- Robust counterparts and robust efficient solutions in vector optimization under uncertainty
- Robust multiobjective portfolio optimization: A minimax regret approach
- Robust optimization
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- Robust solutions to multi-objective linear programs with uncertain data
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
- Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization
- Some outer approximation methods for semi-infinite optimization problems
- The domination property in multicriteria optimization
- The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems
- The relationship between multi-objective robustness concepts and set-valued optimization
- Two-phases method and branch and bound procedures to solve the bi-objective knapsack problem
This page was built for publication: Approaches for biobjective integer linear robust optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6859469)