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- Title
Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming.
- Authors
Le Quang Thuy; Nguyen Thi Bach Kim; Nguyen Tuan Thien
- Abstract
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.
- Subjects
CONVEX domains; MATHEMATICAL programming; PORTFOLIO management (Investments); ENGINEERING; APPROXIMATION theory; ALGORITHMS; MATHEMATICAL physics
- Publication
Journal of Applied Mathematics, 2011, p1
- ISSN
1110-757X
- Publication type
Article
- DOI
10.1155/2011/464832