Solving generalized convex multiobjective programming problems by a normal direction method |
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| Authors: | Tran Ngoc Thang Nguyen Thi Bach Kim |
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| Affiliation: | School of Applied Mathematics and Informatics, Hanoi University of Science and Technology, Hanoi, Vietnam. |
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| Abstract: | We use normal directions of the outcome set to develop a method of outer approximation for solving generalized convex multiobjective programming problems. We prove the convergence of the method and report some computational experiments. As an application, we obtain an algorithm to solve an associated multiplicative problem over a convex constraint set. |
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| Keywords: | Multiobjective programming weakly efficient set outer approximation normal direction |
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