Set contraction algorithm for computing Pareto set in nonconvex nonsmooth multiobjective optimization
From MaRDI portal
Publication:557143
DOI10.1016/j.mcm.2004.10.014zbMath1066.90115OpenAlexW2131919032MaRDI QIDQ557143
Publication date: 23 June 2005
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2004.10.014
Related Items
Interactive balance space approach for solving multi-level multi-objective programming problems, Quadratic scalarization for decomposed multiobjective optimization, Non-causal models in long term planning via set contractive optimal control methods, Interactive TOPSIS algorithms for solving multi-level non-linear multi-objective decision-making problems, Balance set and Pareto solutions in linear space with application to ongoing optimal resource allocation, investment planning, production, and control problems with multiple objectives
Cites Work
- Unnamed Item
- Unnamed Item
- Goal-optimal Pareto solution of multiobjective linear programs and its computing with standard single objective LP software
- The cubic algorithm
- Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
- Multiple objective decision making - methods and applications. A state- of-the-art survey. In collaboration with Sudhakar R. Paidy and Kwangsun Yoon
- Nonscalarized multiobjective global optimization
- A saddle-point characterization of Pareto optima
- Pareto analysis vis-à-vis balance space approach in multiobjective global optimization
- Equivalence of balance points and Pareto solutions in multiple-objective programming
- Convergence estimates for crude approximations of a Pareto set.
- The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets.
- Min-max formulation of the balance number in multiobjective global optimization.
- The balance space approach to multicriteria decision making -- involving the decision maker.
- Norm-based approximation in multicriteria programming.
- Balance space in airport construction: Application to the North Sea island option for Schiphol Airport
- Discontinuity and measurability of robust functions in the integral global minimization
- A characterization of weakly efficient points
- Retrieval and use of the balance set in multiobjective global optimization
- Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
- Use of \(P_ \tau\)-nets for the approximation of the Edgeworth-Pareto set in multicriteria optimization
- Necessary and Sufficient Conditions for a Pareto Optimum in Convex Programming
- Finding all efficient extreme points for multiple objective linear programs
- Duality of nonscalarized multiobjective linear programs: dual balance, level sets, and dual clusters of optimal vectors.