Numerical solution for optimization over the efficient set by dc optimization algorithms

被引：51

作者：

An, LTH

Tao, PD

Muu, LD

机构：

[1] INSA,LMI,CNRS URA 1378,F-76131 MONT ST AIGNAN,FRANCE

[2] INST MATH,HANOI 10000,VIETNAM

来源：

OPERATIONS RESEARCH LETTERS | 1996年 / 19卷 / 03期

关键词：

efficient set; multiple objective decision making; dc optimization; exact penalty; local and global approaches;

D O I：

10.1016/0167-6377(96)00022-3

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper we outline a d.c. optimization scheme and use it for (locally) maximizing a concave, a convex or a quadratic function f over the efficient set of a multiple objective convex program. We also propose a decomposition method for globally solving this problem with f concave. Numerical experiences are discussed.

引用

页码：117 / 128

页数：12