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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

Record type: Article


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.

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Published date: 12 February 2004
Keywords: multicriteria optimization, interior-point methods, warm-start
Organisations: Operational Research


Local EPrints ID: 54089
PURE UUID: 14c4d084-4103-4a1e-bbb3-e1fe1ce78ae6

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Date deposited: 28 Jul 2008
Last modified: 17 Jul 2017 14:36

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Author: Jörg Fliege
Author: Andree Heseler

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