A Semidefinite Programming approach for solving Multiobjective Linear Programming

Victor Blanco (), Justo Puerto () and Safae El Haj Ben Ali

Journal of Global Optimization, 2014, vol. 58, issue 3, 465-480

Abstract: Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions of Multiobjective Linear Programmes (MOLPs). However, all of them are based on active-set methods (simplex-like approaches). We present a different method, based on a transformation of any MOLP into a unique lifted Semidefinite Program (SDP), the solutions of which encode the entire set of Pareto-optimal extreme point solutions of any MOLP. This SDP problem can be solved, among other algorithms, by interior point methods; thus unlike an active set-method, our method provides a new approach to find the set of Pareto-optimal solutions of MOLP. Copyright Springer Science+Business Media New York 2014

Keywords: Multiobjective Linear Programming; Semidefinite Programming; Polynomial optimization; Moment problem (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10898-013-0056-z (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:58:y:2014:i:3:p:465-480

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-013-0056-z

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().