Reverse polyblock approximation for optimization over the weakly efficient set and efficient set

Luc T Le

Reverse polyblock approximation for optimization over the weakly efficient set and efficient set

Australian Council for Educational Research (ACER)

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Journal	Acta Mathematica Vietnamica
Volume	26
Issue number	1
Publication status	Published - 2001

Disciplines

Educational Assessment, Evaluation, and Research

Cite this

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