METHOD OF CENTERS ALGORITHM FOR MULTI-OBJECTIVE PROGRAMMING PROBLEMS |
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Authors: | Tarek Emam |
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Institution: | aDepartment of Mathematics, Faculty of Science (Suez), Suez Canal University, Suez, Egypt |
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Abstract: | In this paper, we consider a method of centers for solving multi-objective programming problems, where the objective functions involved are concave functions and the set of feasible points is convex. The algorithm is defined so that the sub-problems that must be solved during its execution may be solved by finite-step procedures. Conditions are given under which the algorithm generates sequences of feasible points and constraint multiplier vectors that have accumulation points satisfying the KKT conditions. Finally, we establish convergence of the proposed method of centers algorithm for solving multi-objective programming problems. |
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Keywords: | method of centers multi-objective convergence approximated efficient solution2000 MR Subject Classification: 90C25 90C29 90C51 |
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