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A CONVEX-CONCAVE PROGRAMMING METHOD FOR OPTIMIZING OVER THE EFFICIENT SET

icon-email LE DUNG MUU

Abstract

The problem of optimizing a real valued function over the efficient set of a multiple objective linear program has some applications in multiple objective decision making. The main difficulty of this problem arises from the fact that its feasible domain, in general, is nonconvex and not given explicitly. In this paper we formulate this problem as a linearly constrained convex-concave program where the number of “nonconvex variables” is just equal to the number of independent criteria. We propose inner and outer procedures to constructing an initial set allowing convex-concave programming decomposition methods to be applied.

Viện Toán học, Viện Hàn lâm Khoa học và Công nghệ Việt Nam

Địa chỉ: Số 18 đường Hoàng Quốc Việt, quận Cầu Giấy, Hà Nội

Điện thoại: 024 37563474 - Fax: 024 37564303

Email: vientoan@math.ac.vn

Viện nghiên cứu cao cấp về toán Hội Toán học Mỹ MathScinet Thư viện số (VAST) Arxiv
Lịch hoạt động chung Lịch sử dụng phòng, hội trường, hội thảo Ảnh hoạt động
Giới thiệu Đăng nhập Đăng ký tài khoản Quên mật khẩu Chính sách bảo mật
Messages2TimelineExceptionsViews8RouteQueries108Models431MailsGateSessionRequest
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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