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

被引：0
|
作者：
Panos M. Pardalos
Ingrida Steponavičė
Antanas Z̆ilinskas
机构：
[1] University of Florida,Institute of Mathematics and Informatics
[2] Vytautas Magnus University,undefined
[3] Vilnius University,undefined
来源：
Optimization Letters | 2012年 / 6卷
关键词：
Multi-objective optimization; Uniformly distributed Pareto set; Adjustable weights; Lexicographic goal programming; Optimal portfolio selection;
D O I：
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中图分类号：
学科分类号：
摘要：
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.
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页码：665 / 678
页数：13
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