Article ID: | iaor20021977 |
Country: | Netherlands |
Volume: | 133 |
Issue: | 2 |
Start Page Number: | 267 |
End Page Number: | 286 |
Publication Date: | Sep 2001 |
Journal: | European Journal of Operational Research |
Authors: | Inuiguchi Masahiro, Tanino Tetsuzo, Yamada Syuuji |
Keywords: | programming: branch and bound |
In this paper, we consider an optimization problem which aims to minimize a convex function over the weakly efficient set of a multiobjective programming problem. From a computational viewpoint, we may compromise our aim by getting an approximate solution of such a problem. To find an approximate solution, we propose an inner approximation method for such a problem. Furthermore, in order to enhance the efficiency of the solution method, we propose an inner approximation algorithm incorporating a branch and bound procedure.