• Title/Summary/Keyword: efficient solution

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GENERALIZATIONS OF ISERMANN'S RESULTS IN VECTOR OPTIMIZATION

  • Lee, Gue-Myung
    • Bulletin of the Korean Mathematical Society
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    • v.30 no.1
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    • pp.1-7
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    • 1993
  • Vector optimization problems consist of two or more objective functions and constraints. Optimization entails obtaining efficient solutions. Geoffrion [3] introduced the definition of the properly efficient solution in order to eliminate efficient solutions causing unbounded trade-offs between objective functions. In 1974, Isermann [7] obtained a necessary and sufficient condition for an efficient solution of a linear vector optimization problem with linear constraints and showed that every efficient solution is a properly efficient solution. Since then, many authors [1, 2, 4, 5, 6] have extended the Isermann's results. In particular, Gulati and Islam [4] derived a necessary and sufficient condition for an efficient solution of a linear vector optimization problem with nonlinear constraints, under certain assumptions. In this paper, we consider the following nonlinear vector optimization problem (NVOP): (Fig.) where for each i, f$_{i}$ is a differentiable function from R$^{n}$ into R and g is a differentiable function from R$^{n}$ into R$^{m}$ .

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ON OPTIMALITY CONDITIONS FOR ABSTRACT CONVEX VECTOR OPTIMIZATION PROBLEMS

  • Lee, Gue-Myung;Lee, Kwang-Baik
    • Journal of the Korean Mathematical Society
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    • v.44 no.4
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    • pp.971-985
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    • 2007
  • A sequential optimality condition characterizing the efficient solution without any constraint qualification for an abstract convex vector optimization problem is given in sequential forms using subdifferentials and ${\epsilon}$-subdifferentials. Another sequential condition involving only the subdifferentials, but at nearby points to the efficient solution for constraints, is also derived. Moreover, we present a proposition with a sufficient condition for an efficient solution to be properly efficient, which are a generalization of the well-known Isermann result for a linear vector optimization problem. An example is given to illustrate the significance of our main results. Also, we give an example showing that the proper efficiency may not imply certain closeness assumption.

ON OPTIMALITY THEOREMS FOR SEMIDEFINITE LINEAR VECTOR OPTIMIZATION PROBLEMS

  • Kim, Moon Hee
    • East Asian mathematical journal
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    • v.37 no.5
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    • pp.543-551
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    • 2021
  • Recently, semidefinite optimization problems have been intensively studied since many optimization problem can be changed into the problems and the the problems are very computationable. In this paper, we consider a semidefinite linear vector optimization problem (VP) and we establish the optimality theorems for (VP), which holds without any constraint qualification.

An Efficient Method for Multiprocessor Scheduling Problem Using Genetic Algorithm (Genetic Algorithm을 이용한 다중 프로세서 일정계획문제의 효울적 해법)

  • 박승헌;오용주
    • Journal of the Korean Operations Research and Management Science Society
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    • v.21 no.1
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    • pp.147-161
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    • 1996
  • Generally the Multiprocessor Scheduling (MPS) problem is difficult to solve because of the precedence of the tasks, and it takes a lot of time to obtain its optimal solution. Though Genetic Algorithm (GA) does not guarantee the optimal solution, it is practical and effective to solve the MPS problem in a reasonable time. The algorithm developed in this research consists of a improved GA and GP/MISF (Critical Path/Most Immediate Successors First). An efficient genetic operator is derived to make GA more efficient. It runs parallel CP/MISF with GA to complement the faults of GA. The solution by the developed algorithm is compared with that of CP/MISF, and the better is taken as a final solution. As a result of comparative analysis by using numerical examples, although this algorithm does not guarantee the optimal solution, it can obtain an approximate solution that is much closer to the optimal solution than the existing GA's.

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Decision of Compensatory Aggregation Operator in Interactive Fuzzy Multiobjective Nonlinear Programming (퍼지 대화형 다목적 비선형계획에서의 절충된 통합연산자의 결정)

  • 윤연근;남현우;이상완
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.19 no.39
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    • pp.75-80
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    • 1996
  • Fuzzy approaches used to solve MONLP(Multiobjective Nonlinear Programming Problem) are based on the max-min method of fuzzy sets theory However, since the min operator noncompensatory, these approaches can not guarentee an efficient solution to the problem. In this paper, we presents an algorithm for finding the aggregation operator to find efficient solution. In particular, our presented algorithm is guarentee an efficient solution. On the basis of proposed algorithm, an illustrative numerical example is presented.

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INTERVAL VALUED VECTOR VARIATIONAL INEQUALITIES AND VECTOR OPTIMIZATION PROBLEMS VIA CONVEXIFICATORS

  • TIRTH RAM;ROHIT KUMAR BHARDWAJ
    • Journal of applied mathematics & informatics
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    • v.41 no.6
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    • pp.1419-1432
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    • 2023
  • In this study, we take into account interval-valued vector optimization problems (IVOP) and obtain their relationships to interval vector variational inequalities (IVVI) of Stampacchia and Minty kind in aspects of convexificators, as well as the (IVOP) LU-efficient solution under the LU-convexity assumption. Additionally, we examine the weak version of the (IVVI) of the Stampacchia and Minty kind and determine the relationships between them and the weakly LU-efficient solution of the (IVOP). The results of this study improve and generalizes certain earlier results from the literature.

An efficient solution algorithm of the optimal load distribution for multiple cooperating robots

  • Choi, Myoung-Hwan;Lee, Hum-Hee
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10b
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    • pp.501-506
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    • 1993
  • An efficient solution algorithm of the optimal load distribution problem with joint torque constraints is presented. Multiple robot system where each robot is rigidly grasping a common object is considered. The optimality criteria used is the sum of weighted norm of the joint torque vectors. The maximum and minimum bounds of each joint torque in arbitrary form are considered as constraints, and the solution that reduces the internal force to zero is obtained. The optimal load distribution problem is formulated as a quadratic optimization problem in R, where I is the number of robots. The general solution can be obtained using any efficient numerial method for quadratic programming, and for dual robot case, the optimal solution is given in a simple analytical form.

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An interactive face search procedure for multiple objective linear programming

  • Lee, Dong-Yeup
    • Korean Management Science Review
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    • v.10 no.2
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    • pp.11-26
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    • 1993
  • This paper presents a new interactive procedure for multiple objective linear programming problem (MOLP). In practical multiple objective linear programming applications, there is usually no need for the decision maker to consider solutions which are not efficient. Therefore, the interactive procedure presented here searches only among efficient solutions and terminates with a solution that is guaranteed to be efficient. It also can converge to nonextreme efficient final solutions rather than being restricted to only extreme efficient points of the feasible set. The procedure does not require sophisticated judgements or inputs from the decision maker. One of the most attractive features of the procedure however, is that the method allows the DM to examine the efficient faces it finds. As iteration goes, the DM can explore a wide variety of efficient faces rather than efficient faces confined to only certain subregion of the feasible set of problem MOLP since the efficient faces that the procedure finds need not be adjacent. This helps the DM explore the nature of the efficient set of problem MOLP and also helps the DM have confidence with a final solution. For these reasons, I feel that the procedure offer significant promise in solving multiple objective linear programs rapidly and in a satisfying manner to the DM.

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THE EXISTENCE OF THE RISK-EFFICIENT OPTIONS

  • Kim, Ju Hong
    • The Pure and Applied Mathematics
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    • v.21 no.4
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    • pp.307-316
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    • 2014
  • We prove the existence of the risk-efficient options proposed by Xu [7]. The proof is given by both indirect and direct ways. Schied [6] showed the existence of the optimal solution of equation (2.1). The one is to use the Schied's result. The other one is to find the sequences converging to the risk-efficient option.