Conical algorithm in global optimization for optimizing over efficient sets

DOI10.1023/A:1026544116333MaRDI QIDQ5929998zbMATH OpenFDO

Authors Nguyen Van Thoai

Publication date 23 April 2002

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

Full work available at URL https://doi.org/10.1023/A:1026544116333

zbMATH Keywords

conical algorithmglobal optimizationmulti-objective programmingoptimization over the efficient set

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

Review text

The problem of optimizing a continuous function over the efficient set of a multiple objective programming problem is discussed. The problem is formulated as a global optimization problem with special structure and a conical branch and bound algorithm proposed for its solution. The algorithm is based on some well known results from multi-objective optimization, reproved here. A simple implementation for biobjective problems is given and finite termination for linear biobjective problems proven. Numerical results for multi-objective linear programming problems with 2, 3, and 4 objectives are reported.

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Cited in

(14)

• Computation of ideal and Nadir values and implications for their use in MCDM methods.
• Combination between global and local methods for solving an optimization problem over the efficient set
• The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems
• Outcome space algorithm for generalized multiplicative problems and optimization over the efficient set
• On optimization over the efficient set in linear multicriteria programming
• A global optimization approach for generating efficient points for multiobjective concave fractional programs
• An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem
• Criteria and dimension reduction of linear multiple criteria optimization problems
• Primal and dual algorithms for optimization over the efficient set
• Holistic fleet optimization incorporating system design considerations
• Existence results and optimization over the set of efficient solutions in vector-valued approximation theory
• Reverse convex programming approach in the space of extreme criteria for optimization over efficient sets
• Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
• Optimizing over the properly efficient set of convex multi-objective optimization problems

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