论文标题

一种单调优化方法,用于求解严格的Quasiconvex多主体编程问题

A Monotonic Optimization Approach for Solving Strictly Quasiconvex Multiobjective Programming Problems

论文作者

Thang, Tran Ngoc, Solanki, Vijender Kumar, Dao, Tuan Anh, Anh, Nguyen Thi Ngoc, Pham, Hai V.

论文摘要

在本文中,我们使用单调优化方法来提出共溶层的结果空间外部近似,以求解严格的准准多主体编程问题,尤其是在目标函数是非线性分数的情况下。终止算法后,使用任何给定的公差,我们获得了弱有效的解决方案集的近似值,该集合包含整个问题的弱有效解决方案集。该算法被证明是收敛的,适合使用标准凸编程工具并行实施。据报道,一些计算实验显示了所提出算法的准确性和效率。

In this article, we use the monotonic optimization approach to propose an outcome-space outer approximation by copolyblocks for solving strictly quasiconvex multiobjective programming problems and especially in the case that the objective functions are nonlinear fractional. After the algorithm is terminated, with any given tolerance, we obtain an approximation of the weakly efficient solution set, that contains the whole weakly efficient solution set of the problem. The algorithm is proved to be convergent and it is suitable to be implemented in parallel using standard convex programming tools. Some computational experiments are reported to show the accuracy and efficiency of the proposed algorithm.

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