Biconvex programming approach to optimization over the weakly efficient set of a multiple objective affine fractional problem

We formulate the problem of optimizing a convex function over the weakly efficient set of a multicriteria affine fractional program as a special biconvex problem. We propose a decomposition algorithm for solving the latter problem. The proposed algorithm is a branch-and-bound procedure taking into a...

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Veröffentlicht in:Operations research letters Jg. 28; H. 2; S. 81 - 92
Hauptverfasser: Q. Tuyen, Hoang, D. Muu, Le
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Elsevier B.V 01.03.2001
Schlagworte:
Affine fractional
Biconvex programming
Decomposition
Optimization over the weakly efficient set
Weakly efficient
Optimization over the weakly efficient set
Biconvex programming
Decomposition
Weakly efficient
Affine fractional
ISSN:0167-6377, 1872-7468
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Zusammenfassung:We formulate the problem of optimizing a convex function over the weakly efficient set of a multicriteria affine fractional program as a special biconvex problem. We propose a decomposition algorithm for solving the latter problem. The proposed algorithm is a branch-and-bound procedure taking into account the affine fractionality of the criterion functions.
ISSN:0167-6377
1872-7468
DOI:10.1016/S0167-6377(01)00052-9