MINIMIZATION OF A QUASI-CONCAVE FUNCTION OVER AN EFFICIENT SET

Authors
BOLINTINEANU S
Citation
S. Bolintineanu, MINIMIZATION OF A QUASI-CONCAVE FUNCTION OVER AN EFFICIENT SET, Mathematical programming, 61(1), 1993, pp. 89-110
Citations number
22
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Applications & Cybernetics
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
61
Issue
1
Year of publication
1993
Pages
89 - 110
Database
ISI
SICI code
0025-5610(1993)61:1<89:MOAQFO>2.0.ZU;2-5
Abstract
The nonconvex programming problem of minimizing a quasi-concave functi on over an efficient (or weakly efficient) set of a multiobjective lin ear program is studied. A cutting plane algorithm which finds an appro ximate optimal solution in a finite number of steps is developed. For the particular ''all linear'' case the algorithm performs better, find ing an optimal solution in a finite time, and being more easily implem ented.