Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming
Convex multiobjective programming problems and multiplicative programming problems have important applications in areas such as finance, economics, bond portfolio optimization, engineering, and other fields. This paper presents a quite easy algorithm for generating a number of efficient outcome solu...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2011-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2011/464832 |
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| _version_ | 1850166791638089728 |
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| author | Le Quang Thuy Nguyen Thi Bach Kim Nguyen Tuan Thien |
| author_facet | Le Quang Thuy Nguyen Thi Bach Kim Nguyen Tuan Thien |
| author_sort | Le Quang Thuy |
| collection | DOAJ |
| description | Convex multiobjective programming problems and multiplicative programming problems have important applications in areas such as finance, economics, bond portfolio optimization,
engineering, and other fields. This paper presents a quite easy algorithm for generating a number of efficient outcome solutions for convex multiobjective programming problems. As an application, we propose an outer approximation
algorithm in the outcome space for solving the multiplicative convex program. The computational results are provided on several test problems. |
| format | Article |
| id | doaj-art-e57f1c1dd9b3472cb451492243714aa4 |
| institution | OA Journals |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2011-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-e57f1c1dd9b3472cb451492243714aa42025-08-20T02:21:20ZengWileyJournal of Applied Mathematics1110-757X1687-00422011-01-01201110.1155/2011/464832464832Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative ProgrammingLe Quang Thuy0Nguyen Thi Bach Kim1Nguyen Tuan Thien2Faculty of Applied Mathematics and Informatics, Hanoi University of Technology, Dai Co Viet, Hai Ba Trung, Hanoi, VietnamFaculty of Applied Mathematics and Informatics, Hanoi University of Technology, Dai Co Viet, Hai Ba Trung, Hanoi, VietnamFaculty of Applied Mathematics and Informatics, Hanoi University of Technology, Dai Co Viet, Hai Ba Trung, Hanoi, VietnamConvex multiobjective programming problems and multiplicative programming problems have important applications in areas such as finance, economics, bond portfolio optimization, engineering, and other fields. This paper presents a quite easy algorithm for generating a number of efficient outcome solutions for convex multiobjective programming problems. As an application, we propose an outer approximation algorithm in the outcome space for solving the multiplicative convex program. The computational results are provided on several test problems.http://dx.doi.org/10.1155/2011/464832 |
| spellingShingle | Le Quang Thuy Nguyen Thi Bach Kim Nguyen Tuan Thien Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming Journal of Applied Mathematics |
| title | Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming |
| title_full | Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming |
| title_fullStr | Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming |
| title_full_unstemmed | Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming |
| title_short | Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming |
| title_sort | generating efficient outcome points for convex multiobjective programming problems and its application to convex multiplicative programming |
| url | http://dx.doi.org/10.1155/2011/464832 |
| work_keys_str_mv | AT lequangthuy generatingefficientoutcomepointsforconvexmultiobjectiveprogrammingproblemsanditsapplicationtoconvexmultiplicativeprogramming AT nguyenthibachkim generatingefficientoutcomepointsforconvexmultiobjectiveprogrammingproblemsanditsapplicationtoconvexmultiplicativeprogramming AT nguyentuanthien generatingefficientoutcomepointsforconvexmultiobjectiveprogrammingproblemsanditsapplicationtoconvexmultiplicativeprogramming |