Numerical solution for optimization over the efficient set by d.c. optimization algorithms

Numerical solution for optimization over the efficient set by d.c. optimization algorithms

0.00 Avg rating—0 Votes
Article ID: iaor1998373
Country: Netherlands
Volume: 19
Issue: 4
Start Page Number: 117
End Page Number: 128
Publication Date: Sep 1996
Journal: Operations Research Letters
Authors: , ,
Abstract:

In this paper we outline a d.c. optimization scheme and use it for (locally) maximizing a concave, a convex or a quadratic function f over the efficient set of a multiple objective convex program. We also propose a decomposition method for globally solving this problem with f concave. Numerical experiences are discussed.

Reviews

Required fields are marked *. Your email address will not be published.