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Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization

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  • Gorissen, B.L.

    (Tilburg University, Center For Economic Research)

  • den Hertog, D.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • Gorissen, B.L. & den Hertog, D., 2012. "Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization," Discussion Paper 2012-031, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:666c5307-4a4e-4be4-a0d0-ba819afb080a
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1426491/2012-031.pdf
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    References listed on IDEAS

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    1. Laurent, M., 2009. "Sums of squares, moment matrices and optimization over polynomials," Other publications TiSEM 9fef820b-69d2-43f2-a501-e, Tilburg University, School of Economics and Management.
    2. Gijs Rennen & Edwin R. van Dam & Dick den Hertog, 2011. "Enhancement of Sandwich Algorithms for Approximating Higher-Dimensional Convex Pareto Sets," INFORMS Journal on Computing, INFORMS, vol. 23(4), pages 493-517, November.
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    Cited by:

    1. Feng Guo & Liguo Jiao, 2023. "A new scheme for approximating the weakly efficient solution set of vector rational optimization problems," Journal of Global Optimization, Springer, vol. 86(4), pages 905-930, August.
    2. Jae Hyoung Lee & Nithirat Sisarat & Liguo Jiao, 2021. "Multi-objective convex polynomial optimization and semidefinite programming relaxations," Journal of Global Optimization, Springer, vol. 80(1), pages 117-138, May.
    3. Dan A. Iancu & Nikolaos Trichakis, 2014. "Pareto Efficiency in Robust Optimization," Management Science, INFORMS, vol. 60(1), pages 130-147, January.

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