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 |
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| Format: | Journal Article |
| Sprache: | Englisch |
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Elsevier B.V
01.03.2001
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| ISSN: | 0167-6377, 1872-7468 |
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| Abstract | 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. |
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| AbstractList | 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. |
| Author | Q. Tuyen, Hoang D. Muu, Le |
| Author_xml | – sequence: 1 givenname: Hoang surname: Q. Tuyen fullname: Q. Tuyen, Hoang – sequence: 2 givenname: Le surname: D. Muu fullname: D. Muu, Le email: ldmuu@thevinh.ncst.ac.vn |
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| Cites_doi | 10.1007/BF00933830 10.1023/A:1022687222060 10.1016/0098-1354(90)80021-3 10.1016/0167-6377(96)00022-3 10.1016/0377-2217(86)90085-8 10.1007/978-94-015-9113-3 10.1016/0377-2217(81)90272-1 10.1006/jmaa.1993.1085 10.1023/A:1008336124425 10.1287/mnsc.29.2.250 10.1007/BF01580678 10.1016/0098-1354(90)80020-C 10.1007/BF00939667 10.1287/moor.8.2.273 |
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| Issue | 2 |
| Keywords | Optimization over the weakly efficient set Biconvex programming Decomposition Weakly efficient Affine fractional |
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| SubjectTerms | Affine fractional Biconvex programming Decomposition Optimization over the weakly efficient set Weakly efficient |
| Title | Biconvex programming approach to optimization over the weakly efficient set of a multiple objective affine fractional problem |
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