Free disposal hull condition to verify when efficiency coincides with weak efficiency
type: Item
instance of: scholarly article
title: Free disposal hull condition to verify when efficiency coincides with weak efficiency
zbMATH Open document ID: 1486.90174
author: Naoki Hamada
author: Shunsuke Ichiki
published in: Journal of Optimization Theory and Applications
publication date: 2022-01-27T00:00:00Z
review text: The paper gives a condition to verify when efficiency coincides with weak efficiency when the free disposal hull of the set is convex and presents four classes of optimization problems where this characterization holds. The main theorem the authors give is applied to the least absolute shrinkage and selection operator (LASSO) showing that for a multi-objective version of LASSO, all weakly efficient solutions are efficient. Numerical simulation demonstrates that this equivalence is helpful to accelerate the hyper-parameter search for LASSO.
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 7465214
zbMATH Keywords: multi-objective optimization
zbMATH Keywords: free disposal hull
zbMATH Keywords: weak efficiency
zbMATH Keywords: efficiency
zbMATH Keywords: sparse modeling
describes a project that uses: NBI
describes a project that uses: glasso
describes a project that uses: UCI-ml
describes a project that uses: MOEA/D
MaRDI profile type: Publication
full work available at URL: s10957-021-01961-5
OpenAlex ID: W3211776660
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DOI: 10.1007/S10957-021-01961-5
description: scientific article; zbMATH DE number 7465214