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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Bibliographic Details
Published in:Operations research letters Vol. 28; no. 2; pp. 81 - 92
Main Authors: Q. Tuyen, Hoang, D. Muu, Le
Format: Journal Article
Language:English
Published: Elsevier B.V 01.03.2001
Subjects:
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
Online Access:Get full text
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Summary: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