Simplicially-constrained DC optimization over efficient and weakly efficient sets
https://doi.org/10.1023/A:1023993504522Publisher, magazine: ,
Publication year: 2003
Lưu Trích dẫn Chia sẻAbstract
We formulate optimization problems over efficient and weakly efficient sets as DC problems over a simplex in the criteria space. This formulation allows developing a decomposition algorithm using an adaptive simplex subdivision and a convex envelope function for solving both problems. Randomly generated problems up to the size of 150 decision variables and 7 criteria are solved.
Tags: Optimization over efficient sets; optimization over weakly efficient sets; exact penalty functions; DC programming; simplicially-constrained DC optimization; convex envelopes
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