Decomposition branch and bound algorithm for optimization problems over efficient sets
Nguyen Van Thoai - Department of Mathematics, University of Trier, 54286 Trier, Germany (email)
The problem of optimizing some given function
over the efficient set is one of the most interesting and important
concepts in multicriteria decision making. As the efficient set
is in general nonconvex, even for the case of linear
multicriteria programming problems, optimizing over the efficient
set belongs to a typical problem class of
multiextremal optimization problems, which can have local optima
different from global optima.
Keywords: Nonconvex programming, multi-criteria optimization,
over efficient set,
reverse convex constraint, branch and bound, decomposition.
Received: April 2007; Revised: June 2008; Published: November 2008.
2011 Impact Factor.66