Thi Bach Kim Nguyen The problem of optimizing a real function over the efficient set of a multiple objective programming problem arises in a variety of applications. In this article, we propose an outer approximation algorithm for maximizing a function $h(x) = \varphi(f(x))$ over the efficient set $X_E$ of the bi-criteria convex programming problem $ {\rm Vmin} \{f(x)=(f_1(x), f_2(x))^T … Read more
This paper presents an outcome-space outer approximation algorithm for solving the problem of minimizing the product of two convex functions over a compact convex set in $\R^n$. The computational experiences are reported. The proposed algorithm is convergent. ArticleDownload View PDF
In this paper, simple linear programming procedure is proposed for generating all efficient extreme points and all efficient extreme rays of a multiple objective linear programming problem (V P). As an application we solve the linear multiplicative programming associated with the problem (VP). CitationsubmittedArticleDownload View PDF