A semidefinite programming approach for solving multiobjective linear programming
| Autor: | Víctor Blanco, Safae El Haj Ben Ali, Justo Puerto |
|---|---|
| Přispěvatelé: | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa, Universidad de Sevilla. FQM331: Metodos y Modelos de la Estadistica y la Investigacion Operativa |
| Rok vydání: | 2014 |
| Předmět: |
Semidefinite programming
Mathematical optimization Control and Optimization Linear programming Applied Mathematics Management Science and Operations Research semidefinite programming Mathematics - Commutative Algebra Commutative Algebra (math.AC) ENCODE Computer Science Applications Set (abstract data type) Moment problem Transformation (function) Optimization and Control (math.OC) 90C29 90C22 90C05 44A60 polynomial optimization FOS: Mathematics moment problem Extreme point Mathematics - Optimization and Control multiobjective linear programming Interior point method Mathematics |
| Zdroj: | idUS. Depósito de Investigación de la Universidad de Sevilla instname |
| Popis: | 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 pseudo-polynomial interior point methodology to find the set of Pareto-optimal solutions of MOLP. Comment: 13 pages, 1 figure |
| Databáze: | OpenAIRE |
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