Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming
From MaRDI portal
Publication:691482
DOI10.1007/s11590-011-0291-5zbMath1262.90159MaRDI QIDQ691482
Panos M. Pardalos, Ingrida Steponavičė, Antanas Žilinskas
Publication date: 30 November 2012
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-011-0291-5
optimal portfolio selection; adjustable weights; lexicographic goal programming; uniformly distributed Pareto set
90C29: Multi-objective and goal programming
Related Items
Branch and probability bound methods in multi-objective optimization, On multi-objective optimization aided drawing of special graphs, Parallelization of a non-linear multi-objective optimization algorithm: application to a location problem, On the worst-case optimal multi-objective global optimization, Bi-objective hypervolume-based Pareto optimization, A weighting subgradient algorithm for multiobjective optimization
Uses Software
Cites Work
- Unnamed Item
- The normalized normal constraint method for generating the Pareto frontier
- Nonlinear multiobjective optimization
- Subdivision, sampling, and initialization strategies for simplical branch and bound in global optimization.
- Global optimization based on a statistical model and simplicial partitioning.
- Multicriteria optimization in engineering and in the sciences
- Advances in multicriteria analysis
- A survey of recent developments in multiobjective optimization
- Handbook of multicriteria analysis
- MOCell: A cellular genetic algorithm for multiobjective optimization
- Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
- Introduction to global optimization.