Conical algorithm in global optimization for optimizing over efficient sets

Authors
Thoai, NV
Citation
Nv. Thoai, Conical algorithm in global optimization for optimizing over efficient sets, J GLOB OPT, 18(4), 2000, pp. 321-336
Citations number
27
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
18
Issue
4
Year of publication
2000
Pages
321 - 336
Database
ISI
SICI code
0925-5001(200012)18:4<321:CAIGOF>2.0.ZU;2-G
Abstract
The problem of optimizing some contiuous function over the efficient set of a multiple objective programming problem can be formulated as a nonconvex global optimization problem with special structure. Based on the conical br anch and bound algorithm in global optimization, we establish an algorithm for optimizing over efficient sets and discuss about the implementation of this algorithm for some interesting special cases including the case of bio bjective programming problems.