Numerical solution for optimization over the efficient set by d.c. optimization algorithms. (English) Zbl 0871.90074

Le Thi Hoai An; Pham Dinh Tao; Le Dung Muu

Oper. Res. Lett. 19, No. 3, 117-128 (1996).

Summary: We outline a d.c. optimization scheme and use it for (locally) maximizing a concave, a convex or a quadratic function \(f\) over the efficient set of a multiple objective convex program. We also propose a decomposition method for globally solving problem with \(f\) concave. Numerical experiences are discussed.

MSC:

90C29

Multi-objective and goal programming

Keywords:

exact penalty; d.c. optimization; efficient set; multiple objective convex program; decomposition method

References:

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