It is a common characteristic of many multiple objective programming problems that the efficient solution set can only be identified in approximation: as this set often contains an infinite number of points, only a di...
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It is a common characteristic of many multiple objective programming problems that the efficient solution set can only be identified in approximation: as this set often contains an infinite number of points, only a discrete representation can be computed, and due to numerical difficulties, each of these points itself might, in general, be only approximate to some efficient point. From among the various approximation concepts, this paper considers the notion of epsilon-efficient solutions and proposes several new methods for their generation. Supporting theoretical results are established and a numerical example is provided.
Approximate nondominated solutions of real vector optimization problems are characterized using the concept of translated cones. Relationships between these solutions and Pareto nondominated points are examined, and t...
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Approximate nondominated solutions of real vector optimization problems are characterized using the concept of translated cones. Relationships between these solutions and Pareto nondominated points are examined, and the problem of optimizing over the set of approximate solutions is addressed.
Scalarization approaches to purposely generating e-efficientsolutions of multiobjective programs are investigated and a generic procedure for computing these solutions is proposed and illustrated with an example. Rea...
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Scalarization approaches to purposely generating e-efficientsolutions of multiobjective programs are investigated and a generic procedure for computing these solutions is proposed and illustrated with an example. Real-life decision making situations in which the solutions are of significance are described. (c) 2005 Elsevier B.V. All rights reserved.
In this paper we show how the mean-variance efficient solution problem may be converted to a parametric efficient solution problem with objective functions affine in the mean and second moment of the random variable o...
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