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General Further Discarding Tests in Geometric Branch-and-Bound Methods for Non-Convex Multicriteria Optimization Problems

✍ Scribed by Daniel Scholz


Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
387 KB
Volume
18
Category
Article
ISSN
1057-9214

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✦ Synopsis


ABSTRACT

Using a geometric branch‐and‐bound technique, my goal in this paper is to compute a sharp outer approximation of all Pareto‐optimal solutions in multicriteria optimization problems. To this end, I propose some general further discarding tests that are based on the Fritz John necessary conditions for Pareto optimality.

The branch‐and‐bound solution method as well as the general further discarding tests leads to a very useful tool especially for multicriteria facility location problems. Therefore, my suggested approach is demonstrated on some multicriteria facility location problems with excellent numerical results. Copyright © 2011 John Wiley & Sons, Ltd.