Dual approach to minimization on the set of Pareto-optimal solutions
From MaRDI portal
Publication:1918295
DOI10.1007/BF02192205zbMath0851.90109MaRDI QIDQ1918295
D. Yokota, Phan Thien Thach, Hiroshi Konno
Publication date: 31 July 1996
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Related Items
Optimizing over the properly efficient set of convex multi-objective optimization problems, ON THE PROJECTION OF THE EFFICIENT SET AND POTENTIAL APPLICATIONS, Conjugate duality and optimization over weakly efficient set, Canonical duality for box constrained nonconvex and nonsmooth optimization problems, Semivectorial bilevel optimization on Riemannian manifolds, Parallel optimization over the integer efficient set, Computation of ideal and Nadir values and implications for their use in MCDM methods., Simplicially-constrained DC optimization over efficient and weakly efficient sets, Stochastic optimization over a Pareto set associated with a stochastic multi-objective optimization problem, A new mixed integer programming approach for optimization over the efficient set of a multiobjective linear programming problem, On optimization over the efficient set of a multiple objective linear programming problem, Canonical Duality Theory: Connections between Nonconvex Mechanics and Global Optimization, Problems with resource allocation constraints and optimization over the efficient set, Necessary optimality conditions for semi-vectorial bi-level optimization with convex lower level: theoretical results and applications to the quadratic case, Perfect duality theory and complete solutions to a class of global optimization problems*, Branch-and-bound variant of an outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem, The augmented weighted Tchebychev norm for optimizing a linear function over an integer efficient set of a multicriteria linear program, Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case
Cites Work
- Unnamed Item
- Unnamed Item
- Essays and surveys on multiple criteria decision making. Proceedings of the Fifth International Conference on Multiple Criteria Decision Making, Mons, Belgium, August 9-13, 1982
- Quasiconjugates of functions, duality relationship between quasiconvex minimization under a reverse convex constraint and quasiconvex maximization under a convex constraint, and applications
- An outer approximation method for globally minimizing a concave function over a compact convex set
- Theory of multiobjective optimization
- On outer approximation methods for solving concave minimization problems
- Computational experience concerning payoff tables and minimum criterion values over the efficient set
- Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
- Multiobjective programming and planning
- An all-linear programming relaxation algorithm for optimizing over the efficient set
- A bisection-extreme point search algorithm for optimizing over the efficient set in the linear dependence case
- Optimality conditions for directionally differentiable multi-objective programming problems
- A finite, nonadjacent extreme-point search algorithm for optimization over the efficient set
- Proper efficiency and the theory of vector maximization
- Optimization over the efficient set using an active constraint approach
- BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING
- Algorithms for the vector maximization problem
- Convex Analysis
- Interactive Goal Programming
- Optimization over the efficient set
