Simplicially-Constrained DC Optimization over Efficient and Weakly Efficient Sets

H.A. Le Thi, T. Pham Dinh and L.D. Muu
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H.A. Le Thi: National Institute for Applied Sciences—Rouen
T. Pham Dinh: National Institute for Applied Sciences—Rouen
L.D. Muu: Institute of Mathematics

Journal of Optimization Theory and Applications, 2003, vol. 117, issue 3, No 5, 503-531

Abstract: 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.

Keywords: Optimization over efficient sets; optimization over weakly efficient sets; exact penalty functions; DC programming; simplicially-constrained DC optimization; convex envelopes (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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DOI: 10.1023/A:1023993504522

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