Conical algorithm in global optimization for optimizing over efficient sets (Q5929998): Difference between revisions
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Latest revision as of 23:40, 4 March 2024
scientific article; zbMATH DE number 1587230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conical algorithm in global optimization for optimizing over efficient sets |
scientific article; zbMATH DE number 1587230 |
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Conical algorithm in global optimization for optimizing over efficient sets (English)
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23 April 2002
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The problem of optimizing a continuous function over the efficient set of a multiple objective programming problem is discussed. The problem is formulated as a global optimization problem with special structure and a conical branch and bound algorithm proposed for its solution. The algorithm is based on some well known results from multi-objective optimization, reproved here. A simple implementation for biobjective problems is given and finite termination for linear biobjective problems proven. Numerical results for multi-objective linear programming problems with 2, 3, and 4 objectives are reported.
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multi-objective programming
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optimization over the efficient set
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global optimization
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conical algorithm
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