Twenty years of continuous multiobjective optimization in the twenty-first century
From MaRDI portal
Publication:6114911
DOI10.1016/j.ejco.2021.100014zbMath1530.90091MaRDI QIDQ6114911
Publication date: 12 July 2023
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
multiobjective optimizationscalarizationrobust optimizationnon-convex optimizationbilevel optimization
Multi-objective and goal programming (90C29) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) History of operations research and mathematical programming (90-03)
Related Items (7)
On the exactness of the \(\varepsilon\)-constraint method for biobjective nonlinear integer programming ⋮ Improved front steepest descent for multi-objective optimization ⋮ Advancements in the computation of enclosures for multi-objective optimization problems ⋮ An adaptive consensus based method for multi-objective optimization with uniform Pareto front approximation ⋮ Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC ⋮ Adaptive piecewise linear relaxations for enclosure computations for nonconvex multiobjective mixed-integer quadratically constrained programs ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multiple criteria decision analysis. State of the art surveys. In 2 volumes
- Minmax robustness for multi-objective optimization problems
- The \(L\)-shape search method for triobjective integer programming
- On the representation of the search region in multi-objective optimization
- Doubly nonnegative relaxation method for solving multiple objective quadratic programming problems
- Fast Pareto set generation for nonlinear optimal control problems with multiple objectives
- A numerical method for nonconvex multi-objective optimal control problems
- Connections between single-level and bilevel multiobjective optimization
- A new scalarization technique to approximate Pareto fronts of problems with disconnected feasible sets
- Numerical procedures in multiobjective optimization with variable ordering structures
- Primal and dual approximation algorithms for convex vector optimization problems
- Set approach for set optimization with variable ordering structures. II: Scalarization approaches
- An approximation algorithm for convex multi-objective programming problems
- Obtaining the efficient set of nonlinear biobjective optimization problems via interval branch-and-bound methods
- Is bilevel programming a special case of a mathematical program with complementarity constraints?
- Scalarizations for adaptively solving multi-objective optimization problems
- Multicriteria approach to bilevel optimization
- Bound sets for biobjective combinatorial optimization problems
- Multiobjective optimization. Interactive and evolutionary approaches
- Multiobjective bilevel optimization
- Lagrange multipliers for \(\varepsilon \)-Pareto solutions in vector optimization with nonsolid cones in Banach spaces
- \(\epsilon\)-solutions in vector minimization problems
- Global analysis and economics. Pareto optimum and a generalization of Morse theory
- A branch and bound algorithm for mixed zero-one multiple objective linear programming
- Nonlinear multiobjective optimization
- Steepest descent methods for multicriteria optimization.
- Variational methods in partially ordered spaces
- Dominance for multi-objective robust optimization concepts
- A box decomposition algorithm to compute the hypervolume indicator
- A hybrid approach for biobjective optimization
- Decision uncertainty in multiobjective optimization
- Robust multiobjective optimization with application to Internet routing
- Fathoming rules for biobjective mixed integer linear programs: review and extensions
- A unified approach to uncertain optimization
- The vector linear program solver Bensolve -- notes on theoretical background
- Efficient computation of the search region in multi-objective optimization
- A steepest descent method for vector optimization
- Scalarizing vector optimization problems
- Stackelberg solutions to multiobjective two-level linear programming problems
- Scalarization in set optimization with solid and nonsolid ordering cones
- An efficient descent method for locally Lipschitz multiobjective optimization problems
- Proximity measures based on KKT points for constrained multi-objective optimization
- A general branch-and-bound framework for continuous global multiobjective optimization
- A note on completely positive relaxations of quadratic problems in a multiobjective framework
- Expensive multi-objective optimization of electromagnetic mixing in a liquid metal
- An algorithmic approach to multiobjective optimization with decision uncertainty
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach
- Multiobjective model predictive control for stabilizing cost criteria
- A unified characterization of nonlinear scalarizing functionals in optimization
- Non-convex multi-objective optimization
- Semivectorial bilevel optimization problem: penalty approach
- Evolutionary multi-criterion optimization. 6th international conference, EMO 2011, Ouro Preto, Brazil, April 5--8, 2011. Proceedings
- On robust multiobjective optimization
- Robust multiobjective optimization \& applications in portfolio optimization
- Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
- Approximation methods in multiobjective programming
- A decision space algorithm for multiobjective convex quadratic integer optimization
- A Criterion Space Search Algorithm for Biobjective Mixed Integer Programming: The Triangle Splitting Method
- A Criterion Space Search Algorithm for Biobjective Integer Programming: The Balanced Box Method
- PolySCIP
- A Method for Constrained Multiobjective Optimization Based on SQP Techniques
- A Recursive Algorithm for Finding All Nondominated Extreme Points in the Outcome Set of a Multiobjective Integer Programme
- Multiobjective Linear Programming
- Recent Developments in Vector Optimization
- Advances in Cone-Based Preference Modeling for Decision Making with Multiple Criteria
- Vector Optimization
- Vector Optimization with Infimum and Supremum
- Direct Multisearch for Multiobjective Optimization
- An Exact Algorithm for Finding Extreme Supported Nondominated Points of Multiobjective Mixed Integer Programs
- Adaptive Scalarization Methods in Multiobjective Optimization
- Newton's Method for Multiobjective Optimization
- Interactive bilevel multi-objective decision making
- Set optimization by means of variable order relations
- A Branch--and--Bound-Based Algorithm for Nonconvex Multiobjective Optimization
- A Trust-Region Algorithm for Heterogeneous Multiobjective Optimization
- A Derivative-Free Trust-Region Method for Biobjective Optimization
- Inner approximation algorithm for solving linear multiobjective optimization problems
- Methods for Multiobjective Bilevel Optimization
- A Vectorization Scheme for Nonconvex Set Optimization Problems
- Towards multiobjective optimization and control of smart grids
- Solving Multiobjective Mixed Integer Convex Optimization Problems
- A Criterion Space Method for Biobjective Mixed Integer Programming: The Boxed Line Method
- Semivectorial bilevel programming versus scalar bilevel programming
- A special class of extended multicriteria location problems
- A New Scalarization Technique and New Algorithms to Generate Pareto Fronts
- Multicriteria Optimization
- An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
- Variable Ordering Structures in Vector Optimization
- Set-valued Optimization
- Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
This page was built for publication: Twenty years of continuous multiobjective optimization in the twenty-first century
