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Exponential Transformation in Convexifying a Noninferior Frontier and Exponential Generating Method

Author

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  • D. Li

    (Chinese University of Hong Kong, Shatin)

  • M. P. Biswal

    (Chinese University of Hong Kong, Shatin)

Abstract

The convexification of a noninferior frontier can be achieved in an appropriate equivalent objective space for general nonconvex multiobjective optimization problems. Specifically, this paper proves that taking the exponentials of the objective functions can act as a convexification scheme. This convexification scheme further leads to the exponential generating method that guarantees the identification of the entire set of noninferior solutions.

Suggested Citation

  • D. Li & M. P. Biswal, 1998. "Exponential Transformation in Convexifying a Noninferior Frontier and Exponential Generating Method," Journal of Optimization Theory and Applications, Springer, vol. 99(1), pages 183-199, October.
    • Handle: RePEc:spr:joptap:v:99:y:1998:i:1:d:10.1023_a:1021708412776
    DOI: 10.1023/A:1021708412776
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    References listed on IDEAS

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    1. Horst, R., 1984. "On the convexification of nonlinear programming problems: An applications-oriented survey," European Journal of Operational Research, Elsevier, vol. 15(3), pages 382-392, March.
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    Cited by:

    1. Mishra, Savita, 2007. "Weighting method for bi-level linear fractional programming problems," European Journal of Operational Research, Elsevier, vol. 183(1), pages 296-302, November.
    2. Gabriella Dellino & Mariagrazia Fedele & Carlo Meloni, 2008. "DOAM for Evolutionary Portfolio Optimization: a computational study," Quaderni DSEMS 05-2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    3. Masoud Zarepisheh & Panos M. Pardalos, 2017. "An equivalent transformation of multi-objective optimization problems," Annals of Operations Research, Springer, vol. 249(1), pages 5-15, February.

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