A combined interactive approach for solving E-convex multiobjective nonlinear programming problem

DOI10.1016/J.AMC.2010.12.086MaRDI QIDQ716066zbMATH OpenOpenAlexFDO

Authors H. G. Gomaa, A. A. Megahed, Abou-Zaid H. El-Banna, Ebrahim A. Youness

Publication date 19 April 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.12.086

zbMATH Keywords

reference point methodPareto solutioninteractive approach\(E\)-convex multiobjective nonlinear programming problemsreference direction methodTchebycheff methodtrade off method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Multi-objective and goal programming (90C29) Nonlinear programming (90C30)

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Cites work

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• An interactive approach to identify the best compromise solution for two objective shortest path problems
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• \(E\)-convex sets, \(E\)-convex functions, and \(E\)-convex programming

Cited in

(5)

• Optimality and duality with respect to \(b\)-\((\mathcal{E},m)\)-convex programming
• Higher-order \((F, \alpha, \beta, \rho, d, E)\)-convexity in fractional programming
• Second order \((F,\alpha ,\rho ,d,E)\)-convex function and the duality problem
• Optimality conditions of \(E\)-convex programming for an \(E\)-differentiable function
• Exponentially \(E\)-convex vector optimization problems

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