A Global Optimization Approach for Generating Efficient Points for Multiobjective Concave Fractional Programs

摘要

In this article, we present a global optimization approach for generating efficient points for multiobjective concave fractional programming problems. The main work of the approach involves solving an instance of a concave multiplicative fractional program (W{top}-). Problem (W{top}-) is a global optimization problem for which no known algorithms are available. Therefore, to render the approach practical, we develop and validate a branch and bound algorithm for globally solving problem (W{top}-). To illustrate the performance of the global optimization approach, we use it to generate efficient points for a sample multiobjective concave fractional program.