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Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming
Joint Authors
Kim, Nguyen Thi Bach
Thien, Nguyen Tuan
Thuy, Le Quang
Source
Journal of Applied Mathematics
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-21, 21 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-09-11
Country of Publication
Egypt
No. of Pages
21
Main Subjects
Abstract EN
Convex multiobjective programming problems and multiplicative programming problems have important applications in areas such as finance, economics, bond portfolio optimization, engineering, and other fields.
This paper presents a quite easy algorithm for generating a number of efficient outcome solutions for convex multiobjective programming problems.
As an application, we propose an outer approximation algorithm in the outcome space for solving the multiplicative convex program.
The computational results are provided on several test problems.
American Psychological Association (APA)
Thuy, Le Quang& Kim, Nguyen Thi Bach& Thien, Nguyen Tuan. 2011. Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming. Journal of Applied Mathematics،Vol. 2011, no. 2011, pp.1-21.
https://search.emarefa.net/detail/BIM-473685
Modern Language Association (MLA)
Thuy, Le Quang…[et al.]. Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming. Journal of Applied Mathematics No. 2011 (2011), pp.1-21.
https://search.emarefa.net/detail/BIM-473685
American Medical Association (AMA)
Thuy, Le Quang& Kim, Nguyen Thi Bach& Thien, Nguyen Tuan. Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming. Journal of Applied Mathematics. 2011. Vol. 2011, no. 2011, pp.1-21.
https://search.emarefa.net/detail/BIM-473685
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-473685