Simplicially-constrained DC optimization over efficient and weakly efficient sets

Authors: Lê Thị Hoài An, Phạm Đình Tảo, Lê Dũng Mưu,

https://doi.org/10.1023/A:1023993504522

Publisher, magazine: ,

Publication year: 2003

  Lưu        Trích dẫn         Chia sẻ

Abstract

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