ISSN:
1573-2878
Keywords:
Multiple-objective optimization
;
utility function programs
;
global optimization
;
branch-and-bound algorithms
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Natural basic concepts in multiple-objective optimization lead to difficult multiextremal global optimization problems. Examples include detection of efficient points when nonconvexities occur, and optimization of a linear function over the efficient set in the convex (even linear) case. Assuming that a utility function exists allows one to replace in general the multiple-objective program by a single, nonconvex optimization problem, which amounts to a minimization over the efficient set when the utility function is increasing. A new algorithm is discussed for this utility function program which, under natural mild conditions, converges to an ∈-approximate global solution in a finite number of iterations. Applications include linear, convex, indefinite quadratic, Lipschitz, and d.c. objectives and constraints.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1022659523991
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