Biconvex programming approach to optimization over the weakly efficient set of a multiple objective affine fractional problem (Q5940038): Difference between revisions

The problem of minimizing a convex function over the weakly efficient set of a multiple objective affine fractional problem is convert to a biconvex problem over the product of a convex set and a standard simplex. A branch-and-bound procedure which uses a Lagrangian bounding operation and a simplicial bisection is then proposed to solve the biconvex problem. A convergence theorem of this procedure is proven.