Pages that link to "Item:Q1265180"
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The following pages link to An outer approximation algorithm for generating all efficient extreme points in the outcome set of a multiple objective linear programming problem (Q1265180):
Displaying 50 items.
- Relationships between constrained and unconstrained multi-objective optimization and application in location theory (Q343815) (← links)
- Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming (Q343821) (← links)
- Adjacency based method for generating maximal efficient faces in multiobjective linear programming (Q345543) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- Criteria and dimension reduction of linear multiple criteria optimization problems (Q427372) (← links)
- A dual variant of Benson's ``outer approximation algorithm'' for multiple objective linear programming (Q427391) (← links)
- Characterizing coherence, correcting incoherence (Q473384) (← links)
- Primal and dual approximation algorithms for convex vector optimization problems (Q475807) (← links)
- Minimizing the maximal weighted lateness of delivering orders between two railroad stations (Q517328) (← links)
- A parametric simplex algorithm for linear vector optimization problems (Q526835) (← links)
- An approximation algorithm for convex multi-objective programming problems (Q548180) (← links)
- Reverse convex programming approach in the space of extreme criteria for optimization over efficient sets (Q613601) (← links)
- Generating efficient outcome points for convex multiobjective programming problems and its application to convex multiplicative programming (Q642767) (← links)
- Maximizing a linear fractional function on a Pareto efficient frontier (Q700704) (← links)
- A semidefinite programming approach for solving multiobjective linear programming (Q742135) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- An exact scalarization method with multiple reference points for bi-objective integer linear optimization problems (Q828841) (← links)
- Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization (Q829338) (← links)
- On finding multiple Pareto-optimal solutions using classical and evolutionary generating methods (Q877666) (← links)
- Generating the weakly efficient set of nonconvex multiobjective problems (Q934803) (← links)
- Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning (Q953293) (← links)
- Approximating the nondominated set of an MOLP by approximately solving its dual problem (Q999127) (← links)
- Outcome space partition of the weight set in multiobjective linear programming (Q1579630) (← links)
- Branch-and-bound variant of an outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem (Q1579631) (← links)
- A weight set decomposition algorithm for finding all efficient extreme points in the outcome set of a multiple objective linear program (Q1600950) (← links)
- Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver (Q1679488) (← links)
- Discrete representation of non-dominated sets in multi-objective linear programming (Q1751259) (← links)
- The vector linear program solver Bensolve -- notes on theoretical background (Q1753500) (← links)
- A vector linear programming approach for certain global optimization problems (Q1756780) (← links)
- Tractability of convex vector optimization problems in the sense of polyhedral approximations (Q1756800) (← links)
- Locating a semi-obnoxious facility in the special case of Manhattan distances (Q2009180) (← links)
- Necessary optimality conditions for semi-vectorial bi-level optimization with convex lower level: theoretical results and applications to the quadratic case (Q2059178) (← links)
- Cost of fairness in agent scheduling for contact centers (Q2076355) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- A norm minimization-based convex vector optimization algorithm (Q2156397) (← links)
- Finding non dominated points for multiobjective integer convex programs with linear constraints (Q2162515) (← links)
- An algorithmic approach to multiobjective optimization with decision uncertainty (Q2173509) (← links)
- Efficient allocation of resources to a portfolio of decision making units (Q2184153) (← links)
- An objective space cut and bound algorithm for convex multiplicative programmes (Q2250114) (← links)
- Finding efficient solutions for multicriteria optimization problems with SOS-convex polynomials (Q2279398) (← links)
- An extension of the non-inferior set estimation algorithm for many objectives (Q2301933) (← links)
- The adaptive parameter control method and linear vector optimization (Q2351187) (← links)
- Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case (Q2351525) (← links)
- Global maximization of UTA functions in multi-objective optimization (Q2355087) (← links)
- Scheduling jobs with equal processing times on a single machine: minimizing maximum lateness and makespan (Q2361139) (← links)
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- A Benson type algorithm for nonconvex multiobjective programming problems (Q2408519) (← links)
- A new duality approach to solving concave vector maximization problems (Q2433928) (← links)
- A hybrid method for solving multi-objective global optimization problems (Q2460126) (← links)
- Primal-dual simplex method for multiobjective linear programming (Q2471113) (← links)
