On robust multiobjective optimization
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Publication:2446151
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- On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
- An algorithmic approach to multiobjective optimization with decision uncertainty
- Robust multiobjective optimization \& applications in portfolio optimization
- Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach
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- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
- A variational approach to define robustness for parametric multiobjective optimization problems
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- Convexificators for nonconvex multiobjective optimization problems with uncertain data: robust optimality and duality
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- Robust optimality conditions for multi-criteria optimization problems with uncertain data
- Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
- On approximate optimality conditions for robust multi-objective convex optimization problems
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- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
- The point-based robustness gap for uncertain multiobjective optimization
- Analysis of robust performance with multiple objectives
- Robust optimization model for uncertain multiobjective linear programs
- Min-ordering and max-ordering scalarization methods for multi-objective robust optimization
- Characterizations of robust optimality conditions via image space analysis
- Existence and arcwise connectedness of robust solutions for uncertain generalized multi-objective optimization problems
- Characterizations of multiobjective robustness on vectorization counterparts
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- Finding efficient solutions in robust multiple objective optimization with SOS-convex polynomial data
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- Robust efficiency and well-posedness in uncertain vector optimization problems
- An brief introduction to robust optimization approach
- Characterization of (weakly/properly/robust) efficient solutions in nonsmooth semi-infinite multiobjective optimization using convexificators
- Robustness in deterministic vector optimization
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
- Optimality conditions for robust weakly efficient solutions in uncertain optimization
- Decision space robustness for multi-objective integer linear programming
- Robust Pareto solutions for convex quadratic multiobjective optimization problems under data uncertainty
- Robust multi‐response surface optimization: a posterior preference approach
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
- Parametric approach for approximate efficiency of robust multiobjective fractional programming problems
- Optimality conditions for generalized convex nonsmooth uncertain multi-objective fractional programming
- Dominance for multi-objective robust optimization concepts
- Generalized multiobjective robustness and relations to set-valued optimization
- Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market
- Duality characterizations for a class of two-stage adjustable robust multiobjective programming
- A utopia point method-based robust vector polynomial optimization scheme
- Qualitative properties of robust Benson efficient solutions of uncertain vector optimization problems
- Primal worst and dual best in robust vector optimization
- 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
- Sensitivity to uncertainty and scalarization in robust multiobjective optimization: an overview with application to mean-variance portfolio optimization
- Adjustable robust multiobjective linear optimization: Pareto optimal solutions via conic programming
- A robust-solution-based methodology to solve multiple-objective problems with uncertainty
- A robust robust optimization result
- Extensions of labeling algorithms for multi-objective uncertain shortest path problems
- Twenty years of continuous multiobjective optimization in the twenty-first century
- PPE supply optimization under risks of disruption from the COVID-19 pandemic
- Minmax robustness for multi-objective optimization problems
- Linear matrix inequality conditions and duality for a class of robust multiobjective convex polynomial programs
- \(\beta\)-robustness approach for fuzzy multi-objective problems
- Evolutionary robust optimization in production planning -- interactions between number of objectives, sample size and choice of robustness measure
- On robustness for set-valued optimization problems
- Solution methods for multi-objective robust combinatorial optimization
- Hard uncertainties in multiobjective layout optimization of photovoltaic power plants
- Optimality and duality for robust multiobjective optimization problems
- Optimality conditions of robust convex multiobjective optimization via -constraint scalarization and image space analysis
- A Newton method for uncertain multiobjective optimization problems with finite uncertainty sets
- Variation-aware clock network buffer sizing using robust multi-objective optimization
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
- Optimality conditions for robust nonsmooth multiobjective optimization problems in asplund spaces
- Optimality and duality for nonconvex fuzzy optimization using granular differentiability method
- The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems
- A robust optimization approach for multi-objective linear programming under uncertainty
- Evolutionary Multi-Criterion Optimization
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
- Robustness in nonsmooth nonlinear multi-objective programming
- Optimality conditions and duality for robust nonsmooth multiobjective optimization problems with constraints
- Characterizations of set relations with respect to variable domination structures via oriented distance function
- ϵ-Efficient solutions in semi-infinite multiobjective optimization
- A new approach for uncertain multiobjective programming problem based on \(\mathcal{P}_{E}\) principle
- Robust counterparts and robust efficient solutions in vector optimization under uncertainty
- A quasi-Newton method to solve uncertain multiobjective optimization problems with uncertainty set of finite cardinality
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions
- Multi-objective optimization and its connection to multivariate risk measures
- scientific article; zbMATH DE number 6914444 (Why is no real title available?)
- Efficient solutions in uncertain multiobjective optimization with countably many scenarios
- Bi-objective robust optimisation
- Biobjective robust optimization over the efficient set for Pareto set reduction
- Optimality conditions for robust weak sharp efficient solutions of nonsmooth uncertain multiobjective optimization problems
- Improvement sets and robust multiobjective optimization
- Decision uncertainty in multiobjective optimization
- On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions
- The relationship between multi-objective robustness concepts and set-valued optimization
- Characterization of norm-based robust solutions in vector optimization
- Characterizing robust weak sharp solution sets of convex optimization problems with uncertainty
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