Uncertainty Quantification for Multiobjective Stochastic Convex Quadratic Programs
A multiobjective stochastic convex quadratic program (MOSCQP) is a multiobjective optimization problem with convex quadratic objectives that are observed with stochastic error. MOSCQP is a useful problem formulation arising, for example, in model calibration and nonlinear system identification when a single regression model combines data from multiple distinct sources, resulting in a multiobjective least squares … Read more