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A Benson type algorithm for nonconvex multiobjective programming problems

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Abstract

In this paper, an approximation algorithm for solving nonconvex multiobjective programming problems (NCMOPs) is presented. We modify Benson’s method using cones instead of hyperplanes. This algorithm uses an inner approximation and an outer approximation to generate (weakly) efficient solutions and (weakly \(\varepsilon \)-) nondominated points of NCMOPs. Some numerical examples are presented to clarify the proposed algorithm.

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Acknowledgments

The first-named author was partially supported by the Center of Excellence for Mathematics, University of Shahrekord, Iran and a Grant from IPM [No. 94900423].

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Correspondence to Soghra Nobakhtian.

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Nobakhtian, S., Shafiei, N. A Benson type algorithm for nonconvex multiobjective programming problems. TOP 25, 271–287 (2017). https://doi.org/10.1007/s11750-016-0430-3

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  • DOI: https://doi.org/10.1007/s11750-016-0430-3

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