Sur la dualité en optimisation vectorielle convexe
Sur la propriété de domination et l'existence de points Pareto-efficaces en optimisation vectorielle convexe
Symmetric duality for a class of multiobjective programming.
Tangency portfolios in the LP solvable portfolio selection models
A risk measure in a portfolio selection problem is linear programming (LP) solvable, if it has a linear formulation when the asset returns are represented by discrete random variables, i.e., they are defined by their realizations under specified scenarios. The efficient frontier corresponding to an LP solvable model is a piecewise linear curve. In this paper we describe a method which realizes and produces a tangency portfolio as a by-product during...
Tangency portfolios in the LP solvable portfolio selection models
A risk measure in a portfolio selection problem is linear programming (LP) solvable, if it has a linear formulation when the asset returns are represented by discrete random variables, i.e., they are defined by their realizations under specified scenarios. The efficient frontier corresponding to an LP solvable model is a piecewise linear curve. In this paper we describe a method which realizes and produces a tangency portfolio as a by-product during...
Technical note on duality in linear vector maximization
The fixed point property in convex multi-objective optimization problem.
The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.
The MOORA method and its application to privatization in a transition economy
The system of generalized set-valued equilibrium problems.
Un algoritmo interactivo basado en la distancia del máximo ponderado.
A partir de las preferencias locales del decisor, emitido bajo la forma de ciertos niveles de satisfacción para los objetivos, construimos un algoritmo interactivo que genera puntos eficientes de equilibrio, en los que se minimiza la distancia del máximo ponderado entre la región factible y el punto ideal. Para este algoritmo hemos probado la convergencia.
Una evaluación crítica de los métodos interactivos de programación multicriterio.
El presente trabajo es el resultado de una aplicación de la programación multicriterio interactiva a la planificación agraria y pretende seleccionar a priori qué método puede ser más adecuado a un problema de programación multicriterio. Para realizar esta selección se han definido un conjunto de características obtenidas bajo consideraciones tanto subjetivas como objetivas. Los métodos de programación multicriterio interactivos que se han contrastado(*) se han analizado tanto a nivel teórico como...
Unified duality for vector optimization problem over cones involving support functions
In this paper we give necessary and sufficient optimality conditions for a vector optimization problem over cones involving support functions in objective as well as constraints, using cone-convex and other related functions. We also associate a unified dual to the primal problem and establish weak, strong and converse duality results. A number of previously studied problems appear as special cases.
Variational principles for set-valued mappings with applications to multiobjective optimization
Vector Optimization Results for -Stable Data
The aim of this paper is to summarize basic facts about -stable at a point vector functions and existing results for certain vector constrained programming problem with -stable data.
Verified methods for computing Pareto sets: General algorithmic analysis
In many engineering problems, we face multi-objective optimization, with several objective functions f₁,...,fₙ. We want to provide the user with the Pareto set-a set of all possible solutions x which cannot be improved in all categories (i.e., for which for all j and for some j is impossible). The user should be able to select an appropriate trade-off between, say, cost and durability. We extend the general results about (verified) algorithmic computability of maxima locations to show that Pareto...
Weak sharp minima in multiobjective optimization
Weighted means and weighting functions
We present some properties of mixture and generalized mixture operators, with special stress on their monotonicity. We introduce new sufficient conditions for weighting functions to ensure the monotonicity of the corresponding operators. However, mixture operators, generalized mixture operators neither quasi-arithmetic means weighted by a weighting function need not be non- decreasing operators, in general.
Weighted scalarization related to -metric and pareto optimality
Relations between (proper) Pareto optimality of solutions of multicriteria optimization problems and solutions of the minimization problems obtained by replacing the multiple criteria with -norm related functions (depending on the criteria, goals, and scaling factors) are investigated.
Метод случайного поиска для решения серии задач линейного программирования