Artículo
A semidefinite programming approach for solving multiobjective linear programming
Autor/es | Blanco Izquierdo, Víctor
Puerto Albandoz, Justo El-Haj Ben-Ali, Safae |
Departamento | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Fecha de publicación | 2014-03 |
Fecha de depósito | 2016-06-27 |
Publicado en |
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Resumen | Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm ... Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all Pareto-optimal solutions of MOLP. We present an explicit construction, based on a transformation of any MOLP into a finite sequence of SemiDefinite Programs (SDP), the solutions of which give the entire set of Pareto-optimal extreme points solutions of MOLP. These SDP problems are solved by interior point methods; thus our approach provides a pseudopolynomial interior point methodology to find the set of Pareto-optimal solutions of MOLP. |
Identificador del proyecto | FQM5849
MTM2010-19576-C02-01 FQM343 |
Cita | Blanco Izquierdo, V., Puerto Albandoz, J. y El-Haj Ben-Ali, S. (2014). A semidefinite programming approach for solving multiobjective linear programming. Journal of Global Optimization, 58 (3), 465-480. |
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