METHOD OF CENTERS ALGORITHM FOR MULTI-OBJECTIVE PROGRAMMING PROBLEMS

doi:10.1016/S0252-9602(09)60091-6

摘要/Abstract

摘要：

In this paper, we consider a method of centers for solving multi-objective programming problems, where the objective functions involved are concave functions and the set of feasible points is convex. The algorithm is defined so that the sub-problems that must be solved during its execution may be solved by finite-step procedures. Conditions are given under which the algorithm generates sequences of feasible points and constraint multiplier vectors that have accumulation points satisfying the KKT conditions. Finally, we establish convergence of the proposed method of centers algorithm for solving multi-objective programming problems.

关键词: method of centers, multi objective, convergence, approximated efficient solution

Abstract:

Key words: method of centers, multi objective, convergence, approximated efficient solution

中图分类号:

90C25

Tarek Emam. METHOD OF CENTERS ALGORITHM FOR MULTI-OBJECTIVE PROGRAMMING PROBLEMS[J]. 数学物理学报(英文版), 2009, 29(5): 1128-1142.

Tarek Emam. METHOD OF CENTERS ALGORITHM FOR MULTI-OBJECTIVE PROGRAMMING PROBLEMS[J]. Acta mathematica scientia,Series B, 2009, 29(5): 1128-1142.

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