98-A1:

    Title: Convex-Concave Programming method for
    Author: Le Dung Muu
    Abstract: The problem of optimizing a real valued function over the efficient set of a  multiple objective linear program has some applications in multiple  objective decision making. The main  difficulty of this problem  arises from the fact that its feasible domain, in general,  is  nonconvex and not given explicitly. In this paper we formulate this problem as a linearly constrained convex-concave program where the number
of "nonconvex variables" is just equal to the number of independent criteria. We propose a procedure to constructing an initial set  allowing convex-concave  programming decomposition methods to be applied.