Acta mathematica scientia, Series B >
METHOD OF CENTERS ALGORITHM FOR MULTI-OBJECTIVE PROGRAMMING PROBLEMS
Received date: 2008-05-25
Online published: 2009-09-20
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.
Tarek Emam . METHOD OF CENTERS ALGORITHM FOR MULTI-OBJECTIVE PROGRAMMING PROBLEMS[J]. Acta mathematica scientia, Series B, 2009 , 29(5) : 1128 -1142 . DOI: 10.1016/S0252-9602(09)60091-6
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