Bach Kim Nguyen Thi

Outcome-Space Outer Approximation Algorithm for Linear Multiplicative Programming

  • Bach Kim Nguyen Thi
  • Ha Yen Tang Thi
  • Le Trang Nguyen Thi
    • Categories Global Optimization, Multi-Criteria Optimization Tags , , ,

    This paper presents an outcome-space outer approximation algorithm for globally solving the linear multiplicative programming problem. We prove that the proposed algorithm is finite. To illustrate the new algorithm, we apply it to solve some sample problems. Citation10, Hanoi University of Technology, 07/2007ArticleDownload View PDF

    The Efficient Outcome Set of a Bi-criteria Linear Programming and Application

  • Phan Vu Dao
  • Bach Kim Nguyen Thi
  • Minh Hue Nguyen Thi
    • Categories Multi-Criteria Optimization

    We study the efficient outcome set $Y_E$ of a bi-criteria linear programming problem $(BP)$ and present a quite simple algorithm for generating all extreme points of $Y_E$. Application to optimization a scalar function $h(x)$ over the efficient set of $(BP)$ in case of $h$ which is a convex and dependent on the criteria is considered. … Read more