Benson's algorithm for nonconvex multiobjective problems via nonsmooth Wolfe duality

Document Type: Research Paper

Author

Department of Mathematics, University of Isfahan, Isfahan, Iran.

Abstract

‎In this paper‎, ‎we propose an algorithm to obtain an approximation set of the (weakly) nondominated points of nonsmooth multiobjective optimization problems with equality and inequality constraints‎. ‎We use an extension of the Wolfe duality to construct the separating hyperplane in Benson's outer algorithm for multiobjective programming problems with subdifferentiable functions‎. ‎We also formulate an infinitive approximation set of the (weakly) nondominated points of biobjective optimization problems‎. ‎Moreover‎, ‎we provide some numerical examples to illustrate the advantage of our algorithm.

Keywords

Main Subjects


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Volume 43, Issue 5
September and October 2017
Pages 975-994
  • Receive Date: 20 April 2015
  • Revise Date: 21 January 2016
  • Accept Date: 23 February 2016