AN ALGORITHM FOR SOLVING THE PROBLEM OF CONVEX PROGRAMMING WITH SEVERAL OBJECTIVE FUNCTIONS

  • Cocan, Moise (Faculty of Sciences Transilvania University of Brasov str.) ;
  • Pop, Bogdana (Faculty of Sciences Transilvania University of Brasov str.)
  • 발행 : 1999.03.01

초록

This work aims to establish an algorithm for solving the problem of convex programming with several objective-functions with linear constraints. Starting from the idea of Rosen's algorithm for solving the problem of convex programming with linear con-straints and taking into account the solution concept from multi-dimensional programming represented by a program which reaches "the best compromise" we are extending this method in the case of multidimensional programming. The concept of direction of min-imization is introduced and a necessary and sufficient condition is given for a s∈Rn direction to be a direction is min-imal. The two numerical examples presented at the end validate the algorithm.

키워드

참고문헌

  1. SIAM J. v.8;9 The gradient projection method for nonlinear programming, Part I, Linear constraints;Part II, Nonlinear constraints Rosen,J.B.
  2. Stochastic Programming with Multiple Objective Functions Stancu Minasian,I.M.
  3. Editura Academiei, Bucuresti Stochastic Programming with Multiple Objective Functions Stancu-Minasian, I. M.