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
- 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.
- 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.
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.- 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.
- 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).
- 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).
- 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.
- 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.
- Morteza Rahimi & Majid Soleimani-damaneh, 2018. "Robustness in Deterministic Vector Optimization," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 137-162, October.
- 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.
- Caprari, Elisa & Cerboni Baiardi, Lorenzo & Molho, Elena, 2019. "Primal worst and dual best in robust vector optimization," European Journal of Operational Research, Elsevier, vol. 275(3), pages 830-838.
- Xidonas, Panos & Mavrotas, George & Hassapis, Christis & Zopounidis, Constantin, 2017. "Robust multiobjective portfolio optimization: A minimax regret approach," European Journal of Operational Research, Elsevier, vol. 262(1), pages 299-305.
- 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.
- Elisa Caprari & Lorenzo Cerboni Baiardi & Elena Molho, 2022. "Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach," Journal of Global Optimization, Springer, vol. 84(2), pages 295-320, October.
- 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.
- Schöbel, Anita & Zhou-Kangas, Yue, 2021. "The price of multiobjective robustness: Analyzing solution sets to uncertain multiobjective problems," European Journal of Operational Research, Elsevier, vol. 291(2), pages 782-793.
- Schmidt, M. & Schöbel, Anita & Thom, Lisa, 2019. "Min-ordering and max-ordering scalarization methods for multi-objective robust optimization," European Journal of Operational Research, Elsevier, vol. 275(2), pages 446-459.
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.