Reverse convex programming approach in the space of extreme criteria for optimization over efficient sets (Q613601): Difference between revisions

The author reformulates the optimization problem over the efficient set of a linear multiple criteria programming problem as a reverse convex programming problem in the space of extreme criteria. This is achieved by characterization of the efficient set as a reverse convex constraint defined in the space of extreme criteria. A conical branch and bound based algorithm is constructed and some preliminary computational results are reported.