Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
From MaRDI portal
Publication:2108799
DOI10.1007/S10479-021-04461-XzbMATH Open1502.90162OpenAlexW4206204751MaRDI QIDQ2108799FDOQ2108799
Publication date: 20 December 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-04461-x
Recommendations
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
- On robust approximate optimal solutions for uncertain convex optimization and applications to multi-objective optimization
- Robust approximate optimality for a class of uncertain semi-infinite multi-objective optimization problems
- Weighted robust optimality of convex optimization problems with data uncertainty
- On robust convex multiobjective optimization
Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Robustness in mathematical programming (90C17)
Cites Work
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Convex Analysis
- Nonlinear multiobjective optimization
- Theory and Applications of Robust Optimization
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Multicriteria Optimization
- Strong Duality in Robust Convex Programming: Complete Characterizations
- Semidefinite Optimization and Convex Algebraic Geometry
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- On general minimax theorems
- A survey of recent developments in multiobjective optimization
- Robust Solutions of MultiObjective Linear Semi-Infinite Programs under Constraint Data Uncertainty
- What is \dots a spectrahedron?
- Robust multiobjective optimization with application to Internet routing
- On robust multiobjective optimization
- Minmax robustness for multi-objective optimization problems
- Some geometric results in semidefinite programming
- Robust aspects of solutions in deterministic multiple objective linear programming
- Robustness in nonsmooth nonlinear multi-objective programming
- Advances in Cone-Based Preference Modeling for Decision Making with Multiple Criteria
- Duality in Vector Optimization
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
- Semidefinite representation of convex sets
- Characterizing Set Containments Involving Infinite Convex Constraints and Reverse-Convex Constraints
- Deriving robust counterparts of nonlinear uncertain inequalities
- A generalized Farkas lemma with a numerical certificate and linear semi-infinite programs with SDP duals
- Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- Linear Matrix Inequality Conditions and Duality for a Class of Robust Multiobjective Convex Polynomial Programs
- Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data
- Pareto solutions in multicriteria optimization under uncertainty
- An algorithmic approach to multiobjective optimization with decision uncertainty
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
- Robustness in deterministic vector optimization
- A Branch--and--Bound-Based Algorithm for Nonconvex Multiobjective Optimization
- Isolated efficiency in nonsmooth semi-infinite multi-objective programming
Cited In (4)
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions
- On second-order conic programming duals for robust convex quadratic optimization problems
- Solving two-stage quadratic multiobjective problems via optimality and relaxations
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
Uses Software
This page was built for publication: Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2108799)
