scientific article; zbMATH DE number 417882
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Publication:3134860
zbMATH Open0781.90080MaRDI QIDQ3134860FDOQ3134860
Authors: E. A. Galperin 
Publication date: 20 September 1993
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global optimizationoptimal controlLipschitz functionsmulticriteria optimizationlinear programscubic algorithm
Linear programming (90C05) Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Cited In (47)
- Global optimization in problems with uncertainties: the gamma algorithm.
- Duality of nonscalarized multiobjective linear programs: dual balance, level sets, and dual clusters of optimal vectors.
- The cubic algorithm for global optimization with box and equality constraints and application to the optimal allocation of resources
- Global optimization over general compact sets by the beta algorithm: a MAPLE code
- MAPLE code for the gamma algorithm for global optimization of uncertain functions in economy and finance
- Global optimization to prescribed accuracy
- Goal-optimal Pareto solution of multiobjective linear programs and its computing with standard single objective LP software
- Optimization of implicitly defined functions.
- Box-triangular multiobjective linear programs for resource allocation with application to load management and energy market problems.
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- Validity of feedback controls depending on higher order derivatives
- Sensitivity in multiobjective optimization: The generalized envolvent theorem
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- Orthogonality in multiobjective optimization
- Synthetic realization approach to fuzzy global optimization via gamma algorithm
- Application of global optimization and radial basis functions to numerical solutions of weakly singular Volterra integral equations
- Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm
- Nonscalarized multiobjective global optimization
- Pareto analysis vis-à-vis balance space approach in multiobjective global optimization
- Min-max formulation of the balance number in multiobjective global optimization.
- The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets.
- The balance space approach to multicriteria decision making -- involving the decision maker.
- Spherical algorithms and evaluation of the fixed point set
- Balance space in airport construction: Application to the North Sea island option for Schiphol Airport
- The alpha algorithm and the application of the cubic algorithm in case of unknown Lipschitz constant
- Radial solutions and orthogonal trajectories in multiobjective global optimization
- Linear time algorithms for linear programming
- Non-causal models in long term planning via set contractive optimal control methods
- The solution of infinitely ill-conditioned weakly-singular problems
- Extremal problems on probability distributions
- Interactive balance space approach for solving multi-level multi-objective programming problems
- Set contraction algorithm for computing Pareto set in nonconvex nonsmooth multiobjective optimization
- Precision, complexity, and computational schemes of the cubic algorithms
- Solution and control of PDE via global optimization methods
- Numerical experiments with one-dimensional adaptive cubic algorithm
- Application of the multiquadric method for numerical solution of elliptic partial differential equations
- The cubic algorithm for global games with application to pursuit-evasion games
- The resolution of close minima
- The fast cubic algorithm
- Some old traditions in mathematics and in mathematical education
- Pseudorandom lattices for global optimization
- One-dimensional analogue of the global optimality criterion
- Retrieval and use of the balance set in multiobjective global optimization
- MAPLE code of gamma algorithm for global optimization of uncertain functions over compact robust sets
- Non-convex global optimization by the beta algorithm: a MAPLE code
- Balance set and Pareto solutions in linear space with application to ongoing optimal resource allocation, investment planning, production, and control problems with multiple objectives
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