On the exactness of the ε-constraint method for biobjective nonlinear integer programming

Author:

De Santis Marianna,Eichfelder Gabriele,Patria Daniele

Funder

Sapienza Università di Roma

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference25 articles.

1. A Frank–Wolfe based branch-and-bound algorithm for mean-risk optimization;Buchheim;J. Glob. Optim.,2018

2. Bi-objective optimisation over a set of convex sub-problems;Cabrera-Guerrero;Ann. Oper. Res.,2021

3. Equal risk bounding is better than risk parity for portfolio selection;Cesarone;J. Glob. Optim.,2017

4. A new method for mean-variance portfolio optimization with cardinality constraints;Cesarone;Ann. Oper. Res.,2013

5. On ε-constraint based methods for the generation of Pareto frontiers;Chircop;J. Mech. Eng. Autom.,2013

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