| Article ID: | iaor20023029 |
| Country: | Netherlands |
| Volume: | 28 |
| Issue: | 2 |
| Start Page Number: | 81 |
| End Page Number: | 92 |
| Publication Date: | Mar 2001 |
| Journal: | Operations Research Letters |
| Authors: | Muu Le D., Tuyen Hoang Q. |
We formulate the problem of optimizing a convex function over the weakly efficient set of a multicriteria affine fractional program as a special biconvex problem. We propose a decomposition algorithm for solving the latter problem. The proposed algorithm is a branch-and-bound procedure taking into account the affine fractionality of the criterion functions.