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A General Class of Convexification Transformation for the Noninferior Frontier of a Multiobjective Program
Department of Statistics, Missouri University of Science & Technology, Rolla, USA
Department of Mathematics Shanghai University of Finance and Economics, Shanghai, China
Department of Mathematics Shanghai University of Finance and Economics, Shanghai, China
- 1 Department of Statistics, Missouri University of Science & Technology, Rolla, USA
- 2 Department of Mathematics Shanghai University of Finance and Economics, Shanghai, China
- 3 Department of Mathematics Shanghai University of Finance and Economics, Shanghai, China
American Journal of Operations Research·Volume 03 (2013)·Pages 387–392·Published 23 May 2013·DOI10.4236/ajor.2013.33036
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Abstract
A general class of convexification transformations is proposed to convexify the noninferior frontier of a multiobjective program. We prove that under certain assumptions the noninferior frontier could be convexified completely or partly after transformation and then weighting method can be applied to identify the noninferior solutions. Numerical experiments are given to vindicate our results.
KeywordsNoninferior FrontierConvexificationWeighting MethodMultiobjective Optimization
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