Acta Mathematica Vietnamica
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BILINEAR PROGRAMMING APPROACH TO OPTIMIZATION OVER THE EFFICIENT SET OF A VECTOR AFFINE FRACTIONAL PROBLEM
LE DUNG MUU, HOANG QUANG TUYENpp. 119-139
Abstract
We formulate the problem of optimizing a linear function over the weakly efficient set of a multicriteria affine fractional program as a special bilinear problem. For solving the latter problem, we propose a decomposition branch-and-bound algorithm taking into account the affine fractionality of the criterion function. The bounding uses only linear subprograms, the branching takes place over a simplex in the criteria space.