Conic scalarization method in multiobjective optimization and relations with other scalarization methods

DOI10.1007/978-3-319-18161-5_27MaRDI QIDQ5356996zbMATH OpenOpenAlexFDO

Authors Refail Kasimbeyli, Zehra Kamisli Ozturk, Nergiz Kasimbeyli, Gulcin Dinc Yalcin, Banu Icmen

Publication date 12 September 2017

Published in Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-18161-5_27

zbMATH Keywords

multiobjective optimizationproper efficiencyweighted sum methodPascoletti-Serafini methodconic scalarization methodweighted Chebyshev methodbenson's methodepsilon constraint method

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31)

Recommendations

• A conic scalarization method in multi-objective optimization
• Linear and conic scalarizations for obtaining properly efficient solutions in multiobjective optimization
• Comparison of some scalarization methods in multiobjective optimization
• Conic scalarizations for approximate efficient solutions in nonconvex vector optimization problems
• Generating properly efficient points in multi-objective programs by the nonlinear weighted sum scalarization method

Cites work

• scientific article; zbMATH DE number 2067641 (Why is no real title available?)
• scientific article; zbMATH DE number 1784657 (Why is no real title available?)
• A Nonlinear Cone Separation Theorem and Scalarization in Nonconvex Vector Optimization
• A conic scalarization method in multi-objective optimization
• A multi-objective programming approach to 1.5-dimensional assortment problem
• Adaptive Scalarization Methods in Multiobjective Optimization
• An improved definition of proper efficiency for vector maximization with respect to cones
• Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programming
• Combined forecasts in portfolio optimization: a generalized approach
• Multicriteria Optimization
• Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
• Nonconvex separation theorems and some applications in vector optimization
• On a Theorem of Arrow, Barankin, and Blackwell
• On augmented Lagrangians for optimization problems with a single constraint
• Proper efficiency with respect to cones
• Radial epiderivatives and set-valued optimization
• Scalarization and nonlinear scalar duality for vector optimization with preferences that are not necessarily a pre-order relation
• Scalarizing vector optimization problems
• Separation via polyhedral conic functions
• The analytic hierarchy process and multiobjective 0--1 faculty course assignment
• The modified subgradient algorithm based on feasible values

Cited in

(7)

• A conic scalarization method in multi-objective optimization
• Linear and conic scalarizations for obtaining properly efficient solutions in multiobjective optimization
• Computing the set of optimal points for nonconvex multi-objective optimization problems
• A unified characterization of nonlinear scalarizing functionals in optimization
• Comparison of some scalarization methods in multiobjective optimization
• A multi-objective genetic algorithm for a special type of 2D orthogonal packing problems
• A coradiant based scalarization to characterize approximate solutions of vector optimization problems with variable ordering structures

This page was built for publication: Conic scalarization method in multiobjective optimization and relations with other scalarization methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5356996)