Gap-free computation of Pareto-points by quadratic scalarizations

DOI10.1007/S001860300316MaRDI QIDQ1880263zbMATHOpenAlexFDO

Authors Jörg Fliege

Publication date 22 September 2004

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860300316

zbMATH Keywords

multicriteria optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Management decision making, including multiple objectives (90B50) Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(26)

• Parallel Cell Mapping for Unconstrained Multi-Objective Optimization Problems
• A New Predictor Corrector Variant for Unconstrained Bi-objective Optimization Problems
• A semidefinite programming approach for solving multiobjective linear programming
• Multicriteria optimization with a multiobjective golden section line search
• On the quality of discrete representations in multiple objective programming
• On the calculation of a membership function for the solution of a fuzzy linear optimization problem
• Hypervolume scalarization for shape optimization to improve reliability and cost of ceramic components
• Solving bilevel programming problems with multicriteria optimization techniques
• An image set-oriented method for the numerical treatment of bi-level multi-objective optimization problems
• Quasi-Newton methods for multiobjective optimization problems
• An augmented Lagrangian algorithm for multi-objective optimization
• Stochastic multiobjective optimization: Sample average approximation and applications
• A memetic variant of R-NSGA-II for reference point problems
• Pareto front approximation through a multi-objective augmented Lagrangian method
• Generating equidistant representations in biobjective programming
• Optimality conditions in nondifferentiable fuzzy optimization
• Multiobjective bilevel optimization
• An optimal alternative theorem and applications to mathematical programming
• Multicriteria approach to bilevel optimization
• A method for constrained multiobjective optimization based on SQP techniques
• Robust multiobjective optimization \& applications in portfolio optimization
• A direction based classical method to obtain complete Pareto set of multi-criteria optimization problems
• Multiobjective optimization involving quadratic functions
• A deterministic algorithm for global multi-objective optimization
• Computing the set of approximate solutions of a multi-objective optimization problem by means of cell mapping techniques
• Computing the Pareto frontier of a bi-objective bi-level linear problem using a multiobjective mixed-integer programming algorithm

Describes a project that uses

Uses Software

• OLAF
• filterSQP
• NBI

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