Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming

Please use this identifier to cite or link to this item:https://hdl.handle.net/20.500.12259/41471

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Type of publication:	research article
Type of publication (PDB):	Straipsnis Clarivate Analytics Web of Science / Article in Clarivate Analytics Web of Science (S1)
Field of Science:	Informatika / Informatics (N009)
Author(s):	Pardalos, Panos M;Steponavičė, Ingrida;Žilinskas, Antanas
Title:	Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming
Is part of:	Optimization letters. New York : Springer, 2012, Vol. 6, iss. 4
Extent:	p. 665-678
Date:	2012
Keywords:	Multi-objective optimization;Uniformly distributed Pareto set;Adjustable weights;Lexicographic goal programming;Optimal portfolio selection
Abstract:	A nonlinear multiobjective optimization problem is considered. Two methods are proposed to generate solutions with an approximately uniform distribution in a Pareto set. The first method is supposed to find the solutions as minimizers of weighted sums of objective functions where the weights are properly selected using a branch and bound type algorithm. The second method is based on lexicographic goal programming. The proposed methods are compared with several metaheuristic methods using two and three-criteria tests and applied problems
Internet:	http://rd.springer.com/article/10.1007/s11590-011-0291-5
Affiliation(s):	Informatikos fakultetas Vilniaus universitetas, antanasz@mii.vu.lt Vytauto Didžiojo universitetas
Appears in Collections:	Universiteto mokslo publikacijos / University Research Publications