{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,6,28]],"date-time":"2024-06-28T09:14:37Z","timestamp":1719566077633},"reference-count":62,"publisher":"Elsevier BV","issue":"1","license":[{"start":{"date-parts":[[2019,7,1]],"date-time":"2019-07-01T00:00:00Z","timestamp":1561939200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":["elsevier.com","sciencedirect.com"],"crossmark-restriction":true},"short-container-title":["European Journal of Operational Research"],"published-print":{"date-parts":[[2019,7]]},"DOI":"10.1016\/j.ejor.2018.12.042","type":"journal-article","created":{"date-parts":[[2019,1,11]],"date-time":"2019-01-11T03:31:28Z","timestamp":1547177488000},"page":"364-378","update-policy":"http:\/\/dx.doi.org\/10.1016\/elsevier_cm_policy","source":"Crossref","is-referenced-by-count":15,"title":["Multi-objective optimization using statistical models"],"prefix":"10.1016","volume":"276","author":[{"ORCID":"http:\/\/orcid.org\/0000-0003-3761-8106","authenticated-orcid":false,"given":"Mike G.","family":"Tsionas","sequence":"first","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/j.ejor.2018.12.042_bib0001","first-page":"2074","article-title":"Multiobjective optimization using adaptive range genetic algorithms with data envelopment analysis","volume":"3","author":"Arakawa","year":"1998"},{"key":"10.1016\/j.ejor.2018.12.042_bib0002","doi-asserted-by":"crossref","first-page":"201","DOI":"10.1016\/j.jeconom.2003.12.002","article-title":"Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods","volume":"123","author":"Bauwens","year":"2004","journal-title":"Journal of Econometrics"},{"key":"10.1016\/j.ejor.2018.12.042_bib0003","doi-asserted-by":"crossref","first-page":"366","DOI":"10.1007\/BF01584098","article-title":"Linear programming with multiple objective functions: Step method (STEM)","volume":"1","author":"Benayoun","year":"1971","journal-title":"Mathematical Programming"},{"key":"10.1016\/j.ejor.2018.12.042_bib0004","first-page":"1","article-title":"Principal methods of solution of multicriterial optimization problems","volume":"6","author":"Boychuk","year":"1973","journal-title":"Sovereign Automatic Control"},{"key":"10.1016\/j.ejor.2018.12.042_bib0005","doi-asserted-by":"crossref","first-page":"912","DOI":"10.1016\/j.camwa.2011.11.057","article-title":"Comparison of multi-objective optimization methodologies for engineering applications","volume":"63","author":"Chiandussi","year":"2012","journal-title":"Computers and Mathematics with Applications"},{"key":"10.1016\/j.ejor.2018.12.042_bib0006","series-title":"Proceedings of the first international conference on evolutionary multi-criterion optimization","article-title":"A short tutorial on evolutionary multiobjective optimization","author":"Coello","year":"2001"},{"key":"10.1016\/j.ejor.2018.12.042_bib0007","series-title":"Evolutionary algorithms for solving multi-objective problems","author":"Coello","year":"2007"},{"key":"10.1016\/j.ejor.2018.12.042_bib0008","series-title":"Multi-objective optimization using evolutionary algorithms","author":"Deb","year":"2001"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0009","doi-asserted-by":"crossref","first-page":"182","DOI":"10.1109\/4235.996017","article-title":"A fast elitist non-dominated sorting genetic algorithm: NSGA-II","volume":"6","author":"Deb","year":"2002","journal-title":"IEEE Transactions on Evolutionary Computation"},{"issue":"4","key":"10.1016\/j.ejor.2018.12.042_bib0010","doi-asserted-by":"crossref","first-page":"577","DOI":"10.1109\/TEVC.2013.2281535","article-title":"An evolutionary many objective optimization algorithm using reference-point based non-dominated sorting approach, part i: solving problems with box constraints","volume":"18","author":"Deb","year":"2014","journal-title":"IEEE Transactions on Evolutionary Computation"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0011","doi-asserted-by":"crossref","first-page":"392","DOI":"10.1016\/S0377-2217(01)00254-5","article-title":"Credit risk assessment using a multicriteria hierarchical discrimination approach: A comparative analysis","volume":"138","author":"Doumpos","year":"2002","journal-title":"European Journal of Operational Research"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0012","doi-asserted-by":"crossref","first-page":"496","DOI":"10.1016\/j.ejor.2008.11.035","article-title":"An evolutionary approach to construction of outranking models for multicriteria classification: The case of the ELECTRE TRI method","volume":"199","author":"Doumpos","year":"2009","journal-title":"European Journal of Operational Research"},{"issue":"3","key":"10.1016\/j.ejor.2018.12.042_bib0013","doi-asserted-by":"crossref","first-page":"203","DOI":"10.1016\/j.ejor.2010.05.029","article-title":"Preference disaggregation and statistical learning for multicriteria decision support: A review","volume":"209","author":"Doumpos","year":"2011","journal-title":"European Journal of Operational Research"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0014","doi-asserted-by":"crossref","first-page":"601","DOI":"10.1016\/j.ejor.2013.12.034","article-title":"Inferring robust decision models in multicriteria classification problems: An experimental analysis","volume":"236","author":"Doumpos","year":"2014","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/j.ejor.2018.12.042_bib0015","series-title":"New directions in optimum structural design","first-page":"459","article-title":"Multiobjective optimization in structural design: the model choice problem","author":"Duckstein","year":"1998"},{"issue":"8\u20139","key":"10.1016\/j.ejor.2018.12.042_bib0016","doi-asserted-by":"crossref","first-page":"1091","DOI":"10.1080\/02331934.2011.587006","article-title":"A new scalarization and numerical method for constructing the weak Pareto front of multi-objective optimization problems","volume":"60","author":"Dutta","year":"2011","journal-title":"Optimization"},{"issue":"4","key":"10.1016\/j.ejor.2018.12.042_bib0017","doi-asserted-by":"crossref","first-page":"47","DOI":"10.1609\/aimag.v29i4.2198","article-title":"Multiobjective optimization","volume":"29","author":"Ehrgott","year":"2008","journal-title":"AI Magazine"},{"key":"10.1016\/j.ejor.2018.12.042_bib0018","doi-asserted-by":"crossref","first-page":"1694","DOI":"10.1137\/060672029","article-title":"An adaptive scalarization method in multi-objective optimization","volume":"19","author":"Eichfelder","year":"2009","journal-title":"SIAM Journal of Optimization"},{"key":"10.1016\/j.ejor.2018.12.042_bib0019","doi-asserted-by":"crossref","first-page":"249","DOI":"10.1007\/s10589-007-9155-4","article-title":"Scalarizations for adaptively solving multi-objective optimization problems","volume":"44","author":"Eichfelder","year":"2009","journal-title":"Computational Optimization and Applications."},{"issue":"1","key":"10.1016\/j.ejor.2018.12.042_bib0020","doi-asserted-by":"crossref","first-page":"14","DOI":"10.1016\/j.ejor.2009.06.024","article-title":"Solving multiobjective, multiconstraint knapsack problems using mathematical programming and evolutionary algorithms","volume":"203","author":"Florios","year":"2010","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/j.ejor.2018.12.042_bib0060","first-page":"169","article-title":"Evaluating the accuracy of sampling based approaches to the calculation of posterior moments","volume":"4","author":"Geweke","year":"1992","journal-title":"Bayesian Statistics"},{"key":"10.1016\/j.ejor.2018.12.042_bib0021","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1080\/07474939908800428","article-title":"Using simulation methods for Bayesian econometric models: Inference, development and communication (with discussion and rejoinder)","volume":"18","author":"Geweke","year":"1999","journal-title":"Econometric Reviews"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0022","doi-asserted-by":"crossref","first-page":"436","DOI":"10.1016\/j.ejor.2018.05.036","article-title":"Solving discrete multi-objective optimization problems using modified augmented weighted tchebychev scalarizations","volume":"271","author":"Holzmann","year":"2018","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/j.ejor.2018.12.042_bib0023","unstructured":"Hoogerheide, L. F., & van Dijk, H. K. (2008). Possibly ill-behaved posteriors in econometric models: On the connection between model structures, non-elliptical credible sets and neural network simulation techniques. 2008. http:\/\/www.tinbergen.nl\/discussionpapers\/08036.pdf. Technical Report 2008-036\/4, Tinbergen Institute, Erasmus University Rotterdam."},{"key":"10.1016\/j.ejor.2018.12.042_bib0024","doi-asserted-by":"crossref","first-page":"154","DOI":"10.1016\/j.jeconom.2006.06.009","article-title":"On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks","volume":"139","author":"Hoogerheide","year":"2007","journal-title":"Journal of Econometrics"},{"key":"10.1016\/j.ejor.2018.12.042_bib0025","doi-asserted-by":"crossref","unstructured":"Hsiao, I., Sakane, Y., Tsukamoto, N., & Nojima, Y. (2009). Evolutionary many-objective optimization by NSGA-II and MOEA\/d with large populations. 2009IEEE international conference on systems, man and cybernetics. doi:10.1109\/ICSMC.2009.5346628.","DOI":"10.1109\/ICSMC.2009.5346628"},{"issue":"4","key":"10.1016\/j.ejor.2018.12.042_bib0026","doi-asserted-by":"crossref","first-page":"602","DOI":"10.1109\/TEVC.2013.2281534","article-title":"An evolutionary many-objective optimization algorithm using reference-point based nondominated sorting approach, part II: Handling constraints and extending to an adaptive approach","volume":"18","author":"Jain","year":"2014","journal-title":"IEEE Transactions on Evolutionary Computation"},{"key":"10.1016\/j.ejor.2018.12.042_bib0027","doi-asserted-by":"crossref","first-page":"84","DOI":"10.1287\/opre.46.1.84","article-title":"Direction choice for accelerated convergence in hit-and-run sampling","volume":"46","author":"Kaufman","year":"1994","journal-title":"Operations Research"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0028","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1007\/s00158-004-0465-1","article-title":"Adaptive weighted-sum method for bi-objective optimization: Pareto front generation","volume":"29","author":"Kim","year":"2005","journal-title":"Structural and Multidisciplinary Optimization"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0029","doi-asserted-by":"crossref","first-page":"105","DOI":"10.1007\/s00158-005-0557-6","article-title":"Adaptive weighted sum method for multiobjective optimization: a new method for Pareto front generation","volume":"31","author":"Kim","year":"2006","journal-title":"Structural and Multidisciplinary Optimization"},{"key":"10.1016\/j.ejor.2018.12.042_bib0030","series-title":"Proceedings of the 1999 congress on evolutionary computation","first-page":"98","article-title":"The Pareto archived evolution strategy: A new baseline algorithm for multiobjective optimization","author":"Knowles","year":"1999"},{"key":"10.1016\/j.ejor.2018.12.042_bib0031","series-title":"New directions in optimum structural design","article-title":"Multicriterion optimization in structural design","author":"Koski","year":"1984"},{"key":"10.1016\/j.ejor.2018.12.042_bib0032","series-title":"Robust discrete optimization and its applications","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4757-2620-6","author":"Kouvelis","year":"1997"},{"issue":"3","key":"10.1016\/j.ejor.2018.12.042_bib0033","doi-asserted-by":"crossref","first-page":"932","DOI":"10.1016\/j.ejor.2004.08.029","article-title":"An efficient, adaptive parameter variation scheme for metaheuristics based on the epsilon-constraint method","volume":"169","author":"Laumanns","year":"2006","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/j.ejor.2018.12.042_bib0034","doi-asserted-by":"crossref","first-page":"84","DOI":"10.1016\/S0377-2217(98)00018-6","article-title":"Quantitative parametric connections between methods for generating noninferior solutions in multiobjective optimization","volume":"117","author":"Li","year":"1999","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/j.ejor.2018.12.042_bib0035","doi-asserted-by":"crossref","first-page":"11","DOI":"10.1016\/j.csda.2017.05.005","article-title":"Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition","volume":"115","author":"Li","year":"2017","journal-title":"Computational Statistics and Data Analysis"},{"key":"10.1016\/j.ejor.2018.12.042_bib0036","doi-asserted-by":"crossref","first-page":"169","DOI":"10.1109\/TCS.1981.1084969","article-title":"Multiple criterion for the design of electronic systems","volume":"28","author":"Lightner","year":"1981","journal-title":"Transactions on Circuits Systems CAS"},{"key":"10.1016\/j.ejor.2018.12.042_bib0037","doi-asserted-by":"crossref","first-page":"64","DOI":"10.1016\/j.dsp.2016.07.013","article-title":"Orthogonal parallel MCMC methods for sampling and optimization","volume":"58","author":"Martino","year":"2016","journal-title":"Digital Signal Processing"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0038","doi-asserted-by":"crossref","first-page":"455","DOI":"10.1016\/j.amc.2009.03.037","article-title":"Effective implementation of the \u03b5-constraint method in multi-objective mathematical programming problems","volume":"213","author":"Mavrotas","year":"2009","journal-title":"Applied Mathematics and Computation"},{"key":"10.1016\/j.ejor.2018.12.042_bib0039","doi-asserted-by":"crossref","first-page":"193","DOI":"10.1016\/j.ejor.2014.06.039","article-title":"Robustness analysis in multi-objective mathematical programming using monte carlo simulation","volume":"240","author":"Mavrotas","year":"2015","journal-title":"European Journal of Operational Research"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0040","doi-asserted-by":"crossref","first-page":"193","DOI":"10.1007\/s00291-001-0092-9","article-title":"On scalarizing functions in multiobjective optimization","volume":"24","author":"Miettinen","year":"2002","journal-title":"OR Spectrum"},{"key":"10.1016\/j.ejor.2018.12.042_bib0041","unstructured":"Miettinen, K. M. (1999). Nonlinear multiobjective optimization. Kluwer, Boston."},{"key":"10.1016\/j.ejor.2018.12.042_bib0042","doi-asserted-by":"crossref","first-page":"915","DOI":"10.1137\/080729013","article-title":"A successive approach to compute the bounded Pareto front of practical multiobjective optimization problems","volume":"20","author":"Mueller-Gritschneder","year":"2009","journal-title":"SIAM Journal of Optimization"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0043","doi-asserted-by":"crossref","first-page":"462","DOI":"10.1016\/j.ejor.2003.10.022","article-title":"On the construction of mutual fund portfolios: A multicriteria methodology and an application to the greek market of equity mutual funds","volume":"163","author":"Pendaraki","year":"2005","journal-title":"European Journal of Operational Research"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0044","doi-asserted-by":"crossref","first-page":"207","DOI":"10.1016\/0304-4149(94)90134-1","article-title":"Simple conditions for the convergence of the Gibbs sampler and metropolis-hastings algorithms","volume":"49","author":"Roberts","year":"1994","journal-title":"Stochastic Processes and their Applications"},{"key":"10.1016\/j.ejor.2018.12.042_bib0062","series-title":"IEEE International Conference on Evolutionary Computation (ICEC'98)","first-page":"511","article-title":"On a multi-objective evolutionary algorithm and its convergence to the Pareto set","author":"Rudolph","year":"1998"},{"key":"10.1016\/j.ejor.2018.12.042_othref0005","article-title":"Evolutionary search under partially ordered sets","author":"Rudolph","year":"1999","journal-title":"Department of Computer Science\/LS11, University of Dortmund, Dortmund, Germany"},{"issue":"3","key":"10.1016\/j.ejor.2018.12.042_bib0046","doi-asserted-by":"crossref","first-page":"221","DOI":"10.1162\/evco.1994.2.3.221","article-title":"Multiobjective function optimization using non dominated sorting genetic algorithms","volume":"2","author":"Srinivas","year":"1994","journal-title":"Evolutionary Computation"},{"key":"10.1016\/j.ejor.2018.12.042_bib0047","series-title":"Multiple criteria optimization: theory, computation and application","author":"Steuer","year":"1986"},{"issue":"4","key":"10.1016\/j.ejor.2018.12.042_bib0048","doi-asserted-by":"crossref","first-page":"1701","DOI":"10.1214\/aos\/1176325750","article-title":"Markov chains for exploring posterior distributions","volume":"22","author":"Tierney","year":"1994","journal-title":"Annals of Statistics"},{"key":"10.1016\/j.ejor.2018.12.042_bib0049","doi-asserted-by":"crossref","first-page":"73","DOI":"10.1016\/j.omega.2017.05.009","article-title":"A Bayesian approach to find Pareto optima in multiobjective programming problems using sequential monte carlo algorithms","volume":"77","author":"Tsionas","year":"2018","journal-title":"Omega"},{"key":"10.1016\/j.ejor.2018.12.042_bib0050","doi-asserted-by":"crossref","first-page":"957","DOI":"10.1080\/1351847X.2012.733718","article-title":"Multiobjective portfolio optimization with non-convex policy constraints: Evidence from the Eurostoxx 50","volume":"20","author":"Xidonas","year":"2014","journal-title":"European Journal of Finance"},{"issue":"1","key":"10.1016\/j.ejor.2018.12.042_bib0051","doi-asserted-by":"crossref","first-page":"299","DOI":"10.1016\/j.ejor.2017.03.041","article-title":"Robust multiobjective portfolio optimization: A minimax regret approach","volume":"262","author":"Xidonas","year":"2017","journal-title":"European Journal of Operational Research"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0052","doi-asserted-by":"crossref","first-page":"398","DOI":"10.1016\/j.ejor.2010.08.028","article-title":"IPSSIS: An integrated multicriteria decision support system for equity portfolio construction and selection","volume":"210","author":"Xidonas","year":"2011","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/j.ejor.2018.12.042_bib0053","doi-asserted-by":"crossref","first-page":"586","DOI":"10.1016\/S0377-2217(99)00469-5","article-title":"Generation of efficient frontiers in multi-objective optimization problems by generalized data envelopment analysis","volume":"129","author":"Yun","year":"2001","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/j.ejor.2018.12.042_bib0054","doi-asserted-by":"crossref","first-page":"59","DOI":"10.1109\/TAC.1963.1105511","article-title":"Optimality and nonscalar-valued performance criteria","volume":"8","author":"Zadeh","year":"1963","journal-title":"IEEE Transactions on Automatic Control"},{"key":"10.1016\/j.ejor.2018.12.042_bib0055","series-title":"An introduction to Bayesian inference on econometrics","author":"Zellner","year":"1971"},{"issue":"6","key":"10.1016\/j.ejor.2018.12.042_bib0056","doi-asserted-by":"crossref","first-page":"712","DOI":"10.1109\/TEVC.2007.892759","article-title":"MOEA\/d: A multiobjective evolutionary algorithm based on decomposition","volume":"11","author":"Zhang","year":"2007","journal-title":"IEEE Transactions on Evolutionary Computation"},{"key":"10.1016\/j.ejor.2018.12.042_bib0057","unstructured":"Zitzler, E. (1999). Evolutionary algorithms for multiobjective optimization: Methods and applications. (Doctoral dissertation ETH 13398), Swiss Federal Institute of Technology (ETH), Zurich, Switzerland."},{"key":"10.1016\/j.ejor.2018.12.042_bib0061","series-title":"Parallel Problem Solving from Nature \u2014 PPSN V. PPSN 1998. Lecture Notes in Computer Science: 1498","article-title":"Multiobjective optimization using evolutionary algorithms \u2014 A comparative case study","author":"Zitzler","year":"1998"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0058","doi-asserted-by":"crossref","first-page":"404","DOI":"10.1016\/S0377-2217(99)00142-3","article-title":"Multicriteria decision aid in financial management","volume":"199","author":"Zopounidis","year":"1999","journal-title":"European Journal of Operational Research"},{"issue":"2","key":"10.1016\/j.ejor.2018.12.042_bib0059","doi-asserted-by":"crossref","first-page":"339","DOI":"10.1016\/j.ejor.2015.05.032","article-title":"Multiple criteria decision aiding for finance: An updated bibliographic survey","volume":"247","author":"Zopounidis","year":"2015","journal-title":"European Journal of Operational Research"}],"container-title":["European Journal of Operational Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0377221718311160?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0377221718311160?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,2,22]],"date-time":"2019-02-22T03:23:28Z","timestamp":1550805808000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0377221718311160"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,7]]},"references-count":62,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2019,7]]}},"alternative-id":["S0377221718311160"],"URL":"https:\/\/doi.org\/10.1016\/j.ejor.2018.12.042","relation":{},"ISSN":["0377-2217"],"issn-type":[{"value":"0377-2217","type":"print"}],"subject":[],"published":{"date-parts":[[2019,7]]},"assertion":[{"value":"Elsevier","name":"publisher","label":"This article is maintained by"},{"value":"Multi-objective optimization using statistical models","name":"articletitle","label":"Article Title"},{"value":"European Journal of Operational Research","name":"journaltitle","label":"Journal Title"},{"value":"https:\/\/doi.org\/10.1016\/j.ejor.2018.12.042","name":"articlelink","label":"CrossRef DOI link to publisher maintained version"},{"value":"article","name":"content_type","label":"Content Type"},{"value":"\u00a9 2019 Elsevier B.V. All rights reserved.","name":"copyright","label":"Copyright"}]}}