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Outcome-Space Polyblock Approximation Algorithm for Optimizing over Efficient Sets

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Modelling, Computation and Optimization in Information Systems and Management Sciences (MCO 2008)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 14))

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Abstract

We propose an outcome-space polyblock approximation algorithm for maximizing a function f(x) = ϕ(Cx) over the efficient solution set X E of the multiple objective linear programming problem \( {\rm Max}\: \{ Cx \vert x \in X \}\). The convergence of the algorithm is established. To illustrate the new algorithm, we apply it to the solution of a sample problem.

Supported in part by the National Basic Program of Natural Science, Vietnam and another part by “Agence Universitaire pour la Francophonnie” (AUF).

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Author information

Authors and Affiliations

  1. Faculty of Applied Mathematics and Informatics, Hanoi University of Technology, Viet Nam

    Bach Kim Nguyen Thi & Minh Thanh Tran

  2. Laboratory of Theoretical and Applied Computer Science - LITA EA 3097 UFR MIM, University of Paul Verlaine - Metz, Ile de Saulcy, 57045, Metz, France

    Hoai An Le Thi

Authors
  1. Bach Kim Nguyen Thi
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  2. Hoai An Le Thi
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  3. Minh Thanh Tran
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Editor information

Editors and Affiliations

  1. Laboratory of Theoretical and Applied Computer Science, UFR MIM,, Paul Verlaine University of Metz, Metz, France

    Hoai An Le Thi

  2. Faculty of Sciences, Technology and Communications, University of Luxembourg, Luxembourg

    Pascal Bouvry

  3. Laboratory of Mathematics, National Institute for Applied Sciences, Rouen Mont, Saint Aignan, France

    Tao Pham Dinh

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© 2008 Springer-Verlag Berlin Heidelberg

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Nguyen Thi, B.K., Le Thi, H.A., Tran, M.T. (2008). Outcome-Space Polyblock Approximation Algorithm for Optimizing over Efficient Sets. In: Le Thi, H.A., Bouvry, P., Pham Dinh, T. (eds) Modelling, Computation and Optimization in Information Systems and Management Sciences. MCO 2008. Communications in Computer and Information Science, vol 14. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-87477-5_26

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  • DOI: https://doi.org/10.1007/978-3-540-87477-5_26

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-87476-8

  • Online ISBN: 978-3-540-87477-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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