Acta Mathematica Vietnamica
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REVERSE POLYBLOCK APPROXIMATION FOR OPTIMIZATION OVER THE WEAKLY EFFICIENT SET AND EFFICIENT SET
LE TU LUCpp. 65-80
Abstract
A new method is developed for maximizing a concave function over the weakly efficient set, or the efficient set. The method consists of converting the problem into a monotonic optimization problem and solving the latter by a reverse polyblock approximation algorithm.