In this paper, we aim to find ecient solutions of a multi-objective optimization problem over a linear matrix inequality (LMI in short), in which the objective functions are SOS-convex polynomials. We ...

Second, the conversion to a single-objective optimization problem involves additional constraints. Third, since most real-world goal programming problems involve nonlinear criterion functions, the ...

Recently, a new approach for optimization of conditional value-at-risk (CVAR) was suggested and tested with several applications. For continuous distributions, CVAR is defined as the expected loss ...

4. Optimization problem of a multi-objective monetary policy framework (1) Weights for multiple objectives When a central bank pursues multiple objectives at the same time, mathematically it is a ...