A vector linear programming approach for certain global optimization problems

DOI10.1007/S10898-018-0627-0MaRDI QIDQ1756780zbMATH OpenOpenAlexWikidataFDO

Authors Daniel Ciripoi, Andreas Löhne, Benjamin Weißing

Publication date 21 December 2018

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.02297

zbMATH Keywords

global optimizationmultiobjective linear programmingDC programminglinear vector optimization

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Nonconvex programming, global optimization (90C26) Computational aspects related to convexity (52B55)

Abstract: Global optimization problems with a quasi-concave objective function and linear constraints are studied. We point out that various other classes of global optimization problems can be expressed in this way. We present two algorithms, which can be seen as slight modifications of Benson-type algorithms for multiple objective linear programs (MOLP). The modification of the MOLP algorithms results in a more efficient treatment of the studied optimization problems. This paper generalizes results of Schulz and Mittal on quasi-concave problems and Shao and Ehrgott on multiplicative linear programs. Furthermore, it improves results of L"ohne and Wagner on minimizing the difference $f=g-h$ of two convex functions $g$, $h$ where either $g$ or $h$ is polyhedral. Numerical examples are given and the results are compared with the global optimization software BARON.

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• On linear multiplicative programming.
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Cited in

(8)

• Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems
• A parametrical generalized solution in linear vector optimization
• Solving polyhedral d.c. optimization problems via concave minimization
• The polyhedral projection problem
• On the approximation of unbounded convex sets by polyhedra
• Time consistency of the mean-risk problem
• scientific article; zbMATH DE number 3949132 (Why is no real title available?)
• A Benson-type algorithm for bounded convex vector optimization problems with vertex selection

Describes a project that uses

Uses Software

• BENSOLVE
• BARON

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