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Article
Reverse polyblock approximation for optimization over the weakly efficient set and efficient set
Acta Mathematica Vietnamica (2001)
  • Luc T Le, ACER
Abstract
A new method is developed for maximizing a concave function over the weakly efficient set, or the efficient set. The method consists of converting the problem into a monotonic optimization problem and solving the latter by a reverse polyblock approximation algorithm.
Publication Date
2001
Citation Information
Luc T Le. "Reverse polyblock approximation for optimization over the weakly efficient set and efficient set" Acta Mathematica Vietnamica Vol. 26 Iss. 1 (2001)
Available at: http://works.bepress.com/luc_le/3/