Outcome space algorithm for generalized multiplicative problems and optimization over the efficient set

Tran Ngoc  Thang; Nguyen Thi Bach  Kim

doi:10.3934/jimo.2016.12.1417

Article Contents

2016, Volume 12, Issue 4: 1417-1433. Doi: 10.3934/jimo.2016.12.1417

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Outcome space algorithm for generalized multiplicative problems and optimization over the efficient set

Tran Ngoc Thang^1, and
Nguyen Thi Bach Kim^1,

1.
School of Applied Mathematics and Informatics, Hanoi University of Science and Technology, No. 1 Dai Co Viet, Hai Ba Trung, Hanoi

Received: December 2014

Revised: June 2015

Published: October 2016

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Abstract

In this paper, an algorithm of the branch and bound type in outcome space is proposed for solving a global optimization problem that includes, as a special case, generalized multiplicative problems. As an application, we solve the problem of optimizing over the efficient set of a bicriteria concave maximization problem. Preliminary computational experiments show that this algorithm works well for problems where the dimensions of the decision space can be fairly large.

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Mathematics Subject Classification: Primary: 90C29; Secondary: 90C26.

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References

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