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October  2016, 12(4): 1417-1433. doi: 10.3934/jimo.2016.12.1417

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

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

Received  December 2014 Revised  June 2015 Published  January 2016

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.
Citation: Tran Ngoc Thang, Nguyen Thi Bach Kim. Outcome space algorithm for generalized multiplicative problems and optimization over the efficient set. Journal of Industrial & Management Optimization, 2016, 12 (4) : 1417-1433. doi: 10.3934/jimo.2016.12.1417
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