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
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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
|Date Deposited:||28 Jul 2008|
|Last Modified:||31 Mar 2016 12:33|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
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