A concave optimization-based approach for sparse multiobjective programming

DOI10.1007/s11590-019-01506-wzbMath1457.90142OpenAlexW2987276217MaRDI QIDQ2174899

Tommaso Levato, Guido Cocchi, Giampaolo Liuzzi, Marco Sciandrone

Publication date: 27 April 2020

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-019-01506-w

zbMATH Keywords

multiple objective programmingconcave programmingsparse optimizationmultiobjective steepest descent methods

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Multiobjective variational problems, Pareto optimality, applications to economics, etc. (58E17)

Related Items (2)

A penalty decomposition approach for multi-objective cardinality-constrained optimization problems ⋮ Inexact penalty decomposition methods for optimization problems with geometric constraints

Uses Software

• Matlab
• NOMAD
• Optimization Toolbox
• SMS-EMOA
• MOIF
• DFMO

Cites Work

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