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A General Class of Convexification Transformation for the Noninferior Frontier of a Multiobjective Program

Author(s): Tao Li | Yanjun Wang | Zhian Liang

Journal: American Journal of Operations Research
ISSN 2160-8830

Volume: 03;
Issue: 03;
Start page: 387;
Date: 2013;
Original page

Keywords: Noninferior Frontier | Convexification | Weighting Method | Multiobjective Optimization

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.

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