Constructing approximations to the efficient set of convex quadratic multiobjective problems
Fliege, Jörg and Heseler, Andree (2004) Constructing approximations to the efficient set of convex quadratic multiobjective problems. Optimization Online
Full text not available from this repository.
In multicriteria optimization, several objective functions have to be minimized simultaneously. For this kind of problem, no single solution can adequately represent the whole set of optimal points. We propose a new efficient method for approximating the solution set of a convex quadratic multiobjective programming problem. The method is based on a warm-start interior point algorithm for which we derive complexity results, thereby extending previous results by Yildirim & Wright. Numerical results on bicriteria problems from power plant optimization and portfolio optimization show that the method is an order of magnitude faster than standard methods applied to the problems considered.
|Keywords:||multicriteria optimization, interior-point methods, warm-start|
|Subjects:||Q Science > QA Mathematics
Q Science > QA Mathematics > QA76 Computer software
|Divisions :||University Structure - Pre August 2011 > School of Mathematics > Operational Research
|Accepted Date and Publication Date:||
|Date Deposited:||28 Jul 2008|
|Last Modified:||31 Mar 2016 12:33|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
Actions (login required)