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A semidefinite programming approach for solving multiobjective linear programming

 

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Opened Access A semidefinite programming approach for solving multiobjective linear programming
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Author: Blanco Izquierdo, Víctor
Puerto Albandoz, Justo
El-Haj Ben-Ali, Safae
Department: Universidad de Sevilla. Departamento de Estadística e Investigación Operativa
Date: 2014-03
Published in: Journal of Global Optimization, 58 (3), 465-480.
Document type: Article
Abstract: 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.
Cite: 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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URI: http://hdl.handle.net/11441/42760

DOI: 10.1007/s10898-013-0056-z

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