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Scalarizing vector optimization problems

https://doi.org/10.1007/bf00934564
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Geometric Functional Analysis and its Applications
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Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
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First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems
inferredcites →https://doi.org/10.1007/bf01584088openalex-snapshot
Problems and methods with multiple objective functions
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Second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems
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On local Pareto optima
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Approach to performance and sensitivity multiobjective optimization: The goal attainment method
inferredcites →https://doi.org/10.1109/tac.9openalex-snapshot
IEEE Transactions on Automatic Control

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Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Application of a Vector-Valued Ekeland-Type Variational Principle for Deriving Optimality Conditions
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Multi-Objective Optimal Control: A Direct Approach
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Multicriteria Optimization in Wastewater Management
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Scalar Minimax Properties in Vectorial Optimization
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Conic Scalarization Method in Multiobjective Optimization and Relations with Other Scalarization Methods
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A Fixed Point Approach to Bi-level Multi-objective Problems
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Scalarization
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Analysis over Cones
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Classical Methods in Vector Optimization
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Variable Ordering Structures in Vector Optimization
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Extended Domination Sets in Vector Optimization
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Nonconvex Separation Theorems
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Variable Ordering Structures in Vector Optimization
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Variable Ordering Structures
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Outlook and Further Application Areas
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Optimality Concepts and Their Characterization
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Cone-Valued Maps
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Linear Scalarizations
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Nonlinear Scalarizations
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Scalarizations for Variable Orderings Given by Bishop-Phelps Cones
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Optimality Conditions for Vector Optimization Problems
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Duality Results
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Problems in Scalarizing Multicriteria Approaches
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Goal Setting and Compromise Solutions
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Dual Relaxation and Branch-and-Bound Techniques for Multiobjective Optimization
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Scalarization of vector optimization problems
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A unified approach to uncertain optimization
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Multi-criteria optimization and decision-making in radiotherapy
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Interactive Nonconvex Pareto Navigator for multiobjective optimization
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A cutting-plane method to nonsmooth multiobjective optimization problems
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Finite capacity single-server queue with Poisson input, general service and delayed renovation
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Advancements in the computation of enclosures for multi-objective optimization problems
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Ordinal optimization through multi-objective reformulation
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Scalarisation-based risk concepts for robust multi-objective optimisation
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A decomposition-based evolutionary algorithm with multiple reference points strategy for multiobjective optimization
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Multi-objective online convex optimization via joint gradient descent
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An interactive decision-support system for multi-objective optimization of nonlinear dynamic processes with uncertainty
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Parametrization of two-center Lennard-Jones plus point-quadrupole force field models by multicriteria optimization
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Multi-criteria optimization for parametrizing excess Gibbs energy models
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A method for capturing the entire fuzzy non-dominated set of a fuzzy multi-criteria optimization problem
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Solving Multiobjective Optimal Control Problems with Optimality-Informed Neural Networks
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Bi-objective project portfolio selection in Lean Six Sigma
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Equispaced Pareto front construction for constrained bi-objective optimization
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A new characterization of (weak) Pareto optimality for differentiable vector optimization problems with G -invex functions
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A multiobjective continuation method to compute the regularization path of deep neural networks
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Multi-objective deep learning: Taxonomy and survey of the state of the art
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Improved front steepest descent for multi-objective optimization
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Norm-based approximation in multicriteria programming
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Retrieval and use of the balance set in multiobjective global optimization
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Chapter X Multiple criteria decision making: Five basic concepts
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Lipschitz and differentiable dependence of solutions on a parameter in a scalarization method
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Norm-Based Approximation in Bicriteria Programming
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Parametric Disjunctive Programming: One-Sided Differentiability of the Value Function
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Pareto Analysis vis-à-vis Balance Space Approach in Multiobjective Global Optimization
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Cones Admitting Strictly Positive Functionals and Scalarization of Some Vector Optimization Problems
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Duality of Nonscalarized Multiobjective Linear Programs: Dual Balance, Level Sets, and Dual Clusters of Optimal Vectors
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Hybrid model for stochastic clearing of joint energy and reserves market
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An iterative vertex enumeration method for objective space based vector optimization algorithms
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Modification of some scalarization approaches for multiobjective optimization
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Relations between strictly robust optimization problems and a nonlinear scalarization method
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Equilibrium in a vector supply–demand network with capacity constraints
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On quadratic scalarization of vector optimization problems in Banach spaces
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Efficient solutions in generalized linear vector optimization
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Necessary optimality conditions for nonsmooth multiobjective bilevel programs using the Drummond-Svaiter functional
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On Efficient Solutions with Trade-Offs Bounded by Given Values
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A unified vector optimization problem: complete scalarizations and applications
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A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals
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A modified Quasi-Newton method for vector optimization problem
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Minimization of Gerstewitz functionals extending a scalarization by Pascoletti and Serafini
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