A class of optimization problems over the efficient set of a multiple criteria nonlinear programming problem (Q1971990): Difference between revisions

The paper is dedicated to optimization problems over the efficient set of a vector maximum problem. The main difficulty is that the efficient set is nonconvex, even for linear vector maximum problems. For a special case where the objective function for the vector maximum problem is concave and the function to be maximized on the efficient set is nondecreasing and quasiconvex an auxiliary global optimization problem is formulated. An algorithm is proposed for solving the resulting problem. Preliminary computational experiments show that this algorithm works well for less then 8 criteria, while the dimension of the decision space can be large.