Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case

DOI10.1007/s10898-014-0257-0zbMath1357.90128OpenAlexW4299552397MaRDI QIDQ2351525

Julien Collonge, Henri Bonnel

Publication date: 24 June 2015

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-014-0257-0

zbMATH Keywords

sample average approximation methodbicriteria convex optimizationoptimization over Pareto outcome setstochastic bicriteria optimization

Mathematics Subject Classification ID

Convex programming (90C25) Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Stochastic programming (90C15)

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