Benders decomposition for multiobjective programs with cone inclusions

MaRDI QIDQ5957419zbMATH OpenFDO

Authors Tibor Csergőffy

Publication date 4 July 2002

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

zbMATH Keywords

cone programmingFarkas' theoremgeneralized Benders decompositionmultiobjective programmingPareto optimality

Mathematics Subject Classification ID

Decomposition methods (49M27) Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46)

Review text

The author shows a generalization of the Benders decomposition method for multiobjective programs which contain cone inclusions as constraints. This paper presents a frame of algorithm to give an optimal solution in the sense of Pareto optimality. A Farkas' theorem for cones is used to formulate the master problem which have a linearized objective function obtained by the epigraph trick. The algorithm has to be completed by inserting a subroutine solving cone problems exactly in finite steps. A numerical example is shown.

Recommendations

• Extension of the generalized benders' decomposition
• Generalized Benders decomposition for one class of MINLPs with vector conic constraint
• scientific article; zbMATH DE number 7708795
• Introducing nonpolyhedral cones to multiobjective programming
• A Benson type algorithm for nonconvex multiobjective programming problems

Cited in

(2)

• A Benders decomposition method for discretely-constrained mathematical programs with equilibrium constraints
• Benders decomposition for variational inequalities

This page was built for publication: Benders decomposition for multiobjective programs with cone inclusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5957419)