Approximating the Pareto set of multiobjective linear programs via robust optimization.
Bram L. GorissenDick den HertogPublished in: Oper. Res. Lett. (2012)
Keyphrases
- pareto set
- multi objective
- linear program
- robust optimization
- robust counterpart
- objective function
- linear programming
- stochastic programming
- multi objective optimization
- mathematical programming
- evolutionary algorithm
- multiple objectives
- optimization algorithm
- semidefinite programming
- multiobjective optimization
- nsga ii
- optimal solution
- pareto optimal
- particle swarm optimization
- genetic algorithm
- np hard
- cost function
- multi objective evolutionary algorithms
- portfolio selection
- optimum design
- primal dual
- lot sizing
- dynamic programming
- optimization problems
- multi criteria
- lower bound
- evolutionary computation
- multiple criteria
- decision theory
- bi objective
- neural network