Numerical solution for optimization over the efficient set by d.c. optimization algorithms
https://doi.org/10.1016/0167-6377(96)00022-3Publisher, magazine: ,
Publication year: 1996
Lưu Trích dẫn Chia sẻAbstract
In this paper we outline a d.c. optimization scheme and use it for (locally) maximizing a concave, a convex or a quadratic function f over the efficient set of a multiple objective convex program. We also propose a decomposition method for globally solving this problem with f concave. Numerical experiences are discussed.
Tags: Efficient set; Multiple objective decision making; d.c. optimization; Exact penalty; Local and global approaches
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