|An Algorithm for Optimizing Over the Efficient Set of a Multiple
Objective Affine Fractional Problem
Hoang Quang Tuyen
The efficient set of a multiple objective affine fractional program
is neither convex nor closed. The problem of minimizing a convex
function over this efficient set is a difficult global optimization one.
We use a dual formulation of the efficient set to approximate it by weakly
efficient sets which are closed. We proposed a decomposition algorithm
for solving the approximation problems. The proposed method is a
taking into account affine fractionality of the criterion functions.