A global optimization approach for generating efficient points for multiobjective concave fractional programs

✍ Scribed by Harold P. Benson

• Publisher: John Wiley and Sons
• Year: 2005
• Tongue: English
• Weight: 206 KB
• Volume: 13
• Category: Article
• ISSN: 1057-9214
• DOI: 10.1002/mcda.369

✦ Synopsis

In this article, we present a global optimization approach for generating efficient points for multiobjective concave fractional programming problems. The main work of the approach involves solving an instance of a concave multiplicative fractional program (W). Problem (W) is a global optimization problem for which no known algorithms are available. Therefore, to render the approach practical, we develop and validate a branch and bound algorithm for globally solving problem (W). To illustrate the performance of the global optimization approach, we use it to generate efficient points for a sample multiobjective concave fractional program.