A reference direction approach to multiple objective quadratic-linear programming

DOI10.1016/S0377-2217(96)00245-7zbMath0951.90571OpenAlexW1972340421MaRDI QIDQ1290716

Guang Yuan Yu, Pekka J. Korhonen

Publication date: 17 December 2000

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(96)00245-7

zbMATH Keywords

quadratic programmingreference directionmultiple objective programmingachievement scalarizing functionlinear complementary modelnondominated criterion values

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (10)

On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives ⋮ On constructing expert Betas for single-index model ⋮ Randomly generating portfolio-selection covariance matrices with specified distributional characteristics ⋮ Doubly nonnegative relaxation method for solving multiple objective quadratic programming problems ⋮ Hybrid method for a class of stochastic bi-criteria optimization problems ⋮ Necessary and sufficient conditions for achieving global optimal solutions in multiobjective quadratic fractional optimization problems ⋮ Interactive \textsc{Nonconvex Pareto Navigator} for multiobjective optimization ⋮ A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model ⋮ Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming ⋮ Pareto optimality conditions and duality for vector quadratic fractional optimization problems

Uses Software

• TRIMAP

Cites Work

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• An Interactive Approach for Multi-Criterion Optimization, with an Application to the Operation of an Academic Department

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