Abstract
The nonconvex programming problem of minimizing a quasi-concave function over an efficient (or weakly efficient) set of a multiobjective linear program is studied. A cutting plane algorithm which finds an approximate optimal solution in a finite number of steps is developed. For the particular “all linear” case the algorithm performs better, finding an optimal solution in a finite time, and being more easily implemented.
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This paper was written while the author worked at La Trobe University and University of Melbourne, Australia.
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Bolintineanu, S. Minimization of a quasi-concave function over an efficient set. Mathematical Programming 61, 89–110 (1993). https://doi.org/10.1007/BF01582141
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DOI: https://doi.org/10.1007/BF01582141