Numerical solution for optimization over the efficient set by d.c. optimization algorithms

Authors:
Le Thi Hoai An;Pham Dinh Tao;Le Dung Muu
Affiliations:
LMI, INSA Rouen, CNRS, URA 1378. BP 8, F 76 131 Mont Saint Aignan, France;LMI, INSA Rouen, CNRS, URA 1378. BP 8, F 76 131 Mont Saint Aignan, France;Institute of Mathematics, Hanoi, Box 631, Viet Nam
Venue:
Operations Research Letters
Year:
1996

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Abstract

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.