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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 65, 2016 - Issue 12
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Articles

Solving generalized convex multiobjective programming problems by a normal direction method

Tran Ngoc ThangSchool of Applied Mathematics and Informatics, Hanoi University of Science and Technology, Hanoi, Vietnam.View further author information
,
Dinh The LucLaboratory of Mathematics, Avignon University, Avignon, France.Correspondence[email protected]
View further author information
&
Nguyen Thi Bach KimSchool of Applied Mathematics and Informatics, Hanoi University of Science and Technology, Hanoi, Vietnam.View further author information
Pages 2269-2292 | Received 23 Oct 2015, Accepted 16 Jul 2016, Published online: 22 Aug 2016
 
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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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Notes

No potential conflict of interest was reported by the authors.

Additional information

Funding

This research is funded by Vietnam National Foundation for Science and Technology Development (NAFOSTED) [grant number [101.01-2013.19], [grant number 101.01-2013.10].

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