METHOD OF CENTERS ALGORITHM FOR MULTI-OBJECTIVE PROGRAMMING PROBLEMS

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

Abstract

Abstract:

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.

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

CLC Number:

90C25

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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