LR-NIMBUS: an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions

DOI10.1007/S10898-021-01118-8zbMATH Open1495.90178OpenAlexW4210481468WikidataQ110867377 ScholiaQ110867377MaRDI QIDQ2154456FDOQ2154456

Authors: Javad Koushki, Kaisa Miettinen, Majid Soleimani-Damaneh 

Publication date: 19 July 2022

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-021-01118-8

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zbMATH Keywords

portfolio selectionrobust optimizationinteractive methodslight robust efficiencyuncertain multiple criteria optimization

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Robustness in mathematical programming (90C17)

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Cited In (7)

• A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
• Sensitivity-based solution down-selection for multi-objective optimization problems considering parameter variations
• Interactive bundle-based method for nondifferentiable multiobjeective optimization: nimbus^§
• Interactive multiobjective robust optimization with NIMBUS
• Interactive multiobjective optimization with NIMBUS for decision making under uncertainty
• MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization
• Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality

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