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Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming

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  • Le Quang Thuy
  • Nguyen Thi Bach Kim
  • Nguyen Tuan Thien

Abstract

Convex multiobjective programming problems and multiplicative programming problems have important applications in areas such as finance, economics, bond portfolio optimization, engineering, and other fields. This paper presents a quite easy algorithm for generating a number of efficient outcome solutions for convex multiobjective programming problems. As an application, we propose an outer approximation algorithm in the outcome space for solving the multiplicative convex program. The computational results are provided on several test problems.

Suggested Citation

  • Le Quang Thuy & Nguyen Thi Bach Kim & Nguyen Tuan Thien, 2011. "Generating Efficient Outcome Points for Convex Multiobjective Programming Problems and Its Application to Convex Multiplicative Programming," Journal of Applied Mathematics, Hindawi, vol. 2011, pages 1-21, August.
    • Handle: RePEc:hin:jnljam:464832
    DOI: 10.1155/2011/464832
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