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- Title
A Semidefinite Programming approach for solving Multiobjective Linear Programming.
- Authors
Blanco, Victor; Puerto, Justo; El Haj Ben Ali, Safae
- Abstract
Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions of Multiobjective Linear Programmes (MOLPs). However, all of them are based on active-set methods (simplex-like approaches). We present a different method, based on a transformation of any MOLP into a unique lifted Semidefinite Program (SDP), the solutions of which encode the entire set of Pareto-optimal extreme point solutions of any MOLP. This SDP problem can be solved, among other algorithms, by interior point methods; thus unlike an active set-method, our method provides a new approach to find the set of Pareto-optimal solutions of MOLP.
- Subjects
SEMIDEFINITE programming; LINEAR programming; COMPUTER algorithms; MATHEMATICAL programming; MATHEMATICAL transformations; MATHEMATICAL optimization; MOMENT problems (Mathematics)
- Publication
Journal of Global Optimization, 2014, Vol 58, Issue 3, p465
- ISSN
0925-5001
- Publication type
Article
- DOI
10.1007/s10898-013-0056-z