A Benson type algorithm for nonconvex multiobjective programming problems

A Benson type algorithm for nonconvex multiobjective programming problems

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Article ID: iaor20172936
Volume: 25
Issue: 2
Start Page Number: 271
End Page Number: 287
Publication Date: Jul 2017
Journal: TOP
Authors: ,
Keywords: programming: multiple criteria, heuristics
Abstract:

In this paper, an approximation algorithm for solving nonconvex multiobjective programming problems (NCMOPs) is presented. We modify Benson’s method using cones instead of hyperplanes. This algorithm uses an inner approximation and an outer approximation to generate (weakly) efficient solutions and (weakly ϵ equ1 ‐) nondominated points of NCMOPs. Some numerical examples are presented to clarify the proposed algorithm.

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