Reverse convex programming approach in the space of extreme criteria for optimization over efficient sets
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The author reformulates the optimization problem over the efficient set of a linear multiple criteria programming problem as a reverse convex programming problem in the space of extreme criteria. This is achieved by characterization of the efficient set as a reverse convex constraint defined in the space of extreme criteria. A conical branch and bound based algorithm is constructed and some preliminary computational results are reported.
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Cites work
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- scientific article; zbMATH DE number 417962 (Why is no real title available?)
- scientific article; zbMATH DE number 3961360 (Why is no real title available?)
- scientific article; zbMATH DE number 3791104 (Why is no real title available?)
- scientific article; zbMATH DE number 592648 (Why is no real title available?)
- Introduction to global optimization.
- Linear programs with an additional reverse convex constraint
- Maximizing a concave function over the efficient or weakly-efficient set
- Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
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- On optimization over the efficient set in linear multicriteria programming
- On solving general reverse convex programming problems by a sequence of linear programs and line searches
- Optimization over the efficient set
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Cited in
(7)- Technical efficiency and distance to a reverse convex set
- Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection
- A subgradient-based convex approximations method for DC programming and its applications
- On optimization over the efficient set in linear multicriteria programming
- On solving general reverse convex programming problems by a sequence of linear programs and line searches
- Criteria and dimension reduction of linear multiple criteria optimization problems
- Bilevel optimization: theory, algorithms, applications and a bibliography
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