TITLE:
A General Class of Convexification Transformation for the Noninferior Frontier of a Multiobjective Program
AUTHORS:
Tao Li, Yanjun Wang, Zhian Liang
KEYWORDS:
Noninferior Frontier; Convexification; Weighting Method; Multiobjective Optimization
JOURNAL NAME:
American Journal of Operations Research,
Vol.3 No.3,
May
23,
2013
ABSTRACT: 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.