A semidefinite programming approach for solving multiobjective linear programming
V. Blanco, J. Puerto, S. Ben-Ali
Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all Pareto-optimal solutions of MOLP. We present an explicit construction, based on a transformation of any MOLP into a finite sequence of SemiDefinite Programs (SDP), the solutions of which give the entire set of Pareto-optimal extreme points solutions of MOLP. These SDP problems are solved by interior point methods; thus our approach provides a pseudo-polynomial interior point methodology to find the set of Pareto-optimal solutions of MOLP.
Palabras clave: multiobjective linear programming, semidefinite programming, moment problem
Programado
XA2 Decisión multicriterio 3
18 de abril de 2012 09:00
Sala Bruselas
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