Numerical Computation of Lightly Multi-Objective Robust Optimal Solutions by Means of Generalized Cell Mapping
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- M. Dellnitz & O. Schütze & T. Hestermeyer, 2005. "Covering Pareto Sets by Multilevel Subdivision Techniques," Journal of Optimization Theory and Applications, Springer, vol. 124(1), pages 113-136, January.
- O. Schütze & C. Hernández & E-G. Talbi & J. Q. Sun & Y. Naranjani & F.-R. Xiong, 2019. "Archivers for the representation of the set of approximate solutions for MOPs," Journal of Heuristics, Springer, vol. 25(1), pages 71-105, February.
- Fliege, Jörg & Werner, Ralf, 2014. "Robust multiobjective optimization & applications in portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 422-433.
- Ehrgott, Matthias & Ide, Jonas & Schöbel, Anita, 2014. "Minmax robustness for multi-objective optimization problems," European Journal of Operational Research, Elsevier, vol. 239(1), pages 17-31.
- P.J. Zufiria & T. Martínez-Marín, 2003. "Improved Optimal Control Methods Based Upon the Adjoining Cell Mapping Technique," Journal of Optimization Theory and Applications, Springer, vol. 118(3), pages 657-680, September.
- S. Schäffler & R. Schultz & K. Weinzierl, 2002. "Stochastic Method for the Solution of Unconstrained Vector Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 114(1), pages 209-222, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Igor Cialenco & Gabriela Kov'av{c}ov'a, 2024. "Vector-valued robust stochastic control," Papers 2407.00266, arXiv.org.
- Kang, Yan-li & Tian, Jing-Song & Chen, Chen & Zhao, Gui-Yu & Li, Yuan-fu & Wei, Yu, 2021. "Entropy based robust portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 583(C).
- William B. Haskell & Wenjie Huang & Huifu Xu, 2018. "Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions," Papers 1805.06632, arXiv.org.
- Mavrotas, George & Figueira, José Rui & Siskos, Eleftherios, 2015. "Robustness analysis methodology for multi-objective combinatorial optimization problems and application to project selection," Omega, Elsevier, vol. 52(C), pages 142-155.
- Xidonas, Panos & Hassapis, Christis & Soulis, John & Samitas, Aristeidis, 2017. "Robust minimum variance portfolio optimization modelling under scenario uncertainty," Economic Modelling, Elsevier, vol. 64(C), pages 60-71.
- Selçuklu, Saltuk Buğra & Coit, David W. & Felder, Frank A., 2020. "Pareto uncertainty index for evaluating and comparing solutions for stochastic multiple objective problems," European Journal of Operational Research, Elsevier, vol. 284(2), pages 644-659.
- Erin K. Doolittle & Hervé L. M. Kerivin & Margaret M. Wiecek, 2018. "Robust multiobjective optimization with application to Internet routing," Annals of Operations Research, Springer, vol. 271(2), pages 487-525, December.
- Botte, Marco & Schöbel, Anita, 2019. "Dominance for multi-objective robust optimization concepts," European Journal of Operational Research, Elsevier, vol. 273(2), pages 430-440.
- Clempner, Julio B. & Poznyak, Alexander S., 2016. "Solving the Pareto front for multiobjective Markov chains using the minimum Euclidean distance gradient-based optimization method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 119(C), pages 142-160.
- Bennet Gebken & Sebastian Peitz, 2021. "An Efficient Descent Method for Locally Lipschitz Multiobjective Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 188(3), pages 696-723, March.
- Panos Xidonas & Ralph Steuer & Christis Hassapis, 2020. "Robust portfolio optimization: a categorized bibliographic review," Annals of Operations Research, Springer, vol. 292(1), pages 533-552, September.
- Jiang, Ling & Cao, Jinde & Xiong, Lianglin, 2019. "Generalized multiobjective robustness and relations to set-valued optimization," Applied Mathematics and Computation, Elsevier, vol. 361(C), pages 599-608.
- Yue Zhou-Kangas & Kaisa Miettinen, 2019. "Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 41(2), pages 391-413, June.
- Morteza Rahimi & Majid Soleimani-damaneh, 2020. "Characterization of Norm-Based Robust Solutions in Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 185(2), pages 554-573, May.
- Pornpimon Boriwan & Thanathorn Phoka & Narin Petrot, 2022. "The Lightly Robust Max-Ordering Solution Concept for Uncertain Multiobjective Optimization Problems: An Ambulance Location Problem with Unavailability," Sustainability, MDPI, vol. 14(12), pages 1-18, June.
- Gabriele Eichfelder & Corinna Krüger & Anita Schöbel, 2017. "Decision uncertainty in multiobjective optimization," Journal of Global Optimization, Springer, vol. 69(2), pages 485-510, October.
- Pätäri, Eero & Karell, Ville & Luukka, Pasi & Yeomans, Julian S, 2018. "Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence," European Journal of Operational Research, Elsevier, vol. 265(2), pages 655-672.
- Groetzner, Patrick & Werner, Ralf, 2022. "Multiobjective optimization under uncertainty: A multiobjective robust (relative) regret approach," European Journal of Operational Research, Elsevier, vol. 296(1), pages 101-115.
- Qi, Yue & Liao, Kezhi & Liu, Tongyang & Zhang, Yu, 2022. "Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths," Operations Research Perspectives, Elsevier, vol. 9(C).
- Goberna, M.A. & Jeyakumar, V. & Li, G. & Vicente-Pérez, J., 2015. "Robust solutions to multi-objective linear programs with uncertain data," European Journal of Operational Research, Elsevier, vol. 242(3), pages 730-743.
More about this item
Keywords
cell mapping techniques; multi-objective optimization; robustness;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:8:y:2020:i:11:p:1959-:d:440361. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.