Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case
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Publication:2351525
DOI10.1007/s10898-014-0257-0zbMath1357.90128OpenAlexW4299552397MaRDI QIDQ2351525
Publication date: 24 June 2015
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-014-0257-0
sample average approximation methodbicriteria convex optimizationoptimization over Pareto outcome setstochastic bicriteria optimization
Convex programming (90C25) Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Stochastic programming (90C15)
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