Combination between global and local methods for solving an optimization problem over the efficient set

Combination between global and local methods for solving an optimization problem over the efficient set

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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: , ,
Keywords: programming: branch and bound, programming: multiple criteria
Abstract:

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.

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