Article ID: | iaor20032043 |
Country: | Netherlands |
Volume: | 142 |
Issue: | 2 |
Start Page Number: | 258 |
End Page Number: | 270 |
Publication Date: | Oct 2002 |
Journal: | European Journal of Operational Research |
Authors: | Pham Dinh Tao, Thoai Nguyen V., Thi Hoai An Le |
Keywords: | programming: branch and bound, programming: multiple criteria |
In this paper, we propose an algorithm for globally solving optimization problems over efficient sets. The algorithm is established based on a branch and bound scheme in which the bounding procedure is performed by using the well known weak duality theorem in Lagrange duality. A suitable combination of this algorithm with a local search procedure in difference of convex function optimization leads to a promising global algorithm, whose efficiency is more or less confirmed by computational experiments on a large set of test problems.