Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming (Q691482)

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scientific article; zbMATH DE number 6111728
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Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming
scientific article; zbMATH DE number 6111728

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    Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming (English)
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    30 November 2012
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    uniformly distributed Pareto set
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    adjustable weights
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    lexicographic goal programming
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    optimal portfolio selection
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