ISSN:
1573-2916
Keywords:
Weakly Efficient Set
;
Global Optimization
;
Dual Problem
;
Inner Approximation Method
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this paper, we consider an optimization problem which aims to minimize a convex function over the weakly efficient set of a multiobjective programming problem. To solve such a problem, we propose an inner approximation algorithm, in which two kinds of convex subproblems are solved successively. These convex subproblems are fairly easy to solve and therefore the proposed algorithm is practically useful. The algorithm always terminates after finitely many iterations by compromising the weak efficiency to a multiobjective programming problem. Moreover, for a subproblem which is solved at each iteration of the algorithm, we suggest a procedure for eliminating redundant constraints.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1008336124425
