A linear programming based algorithm to solve a class of optimization problems with a multi-linear objective function and affine constraints

DOI10.1016/j.cor.2017.07.015zbMath1391.90406OpenAlexW2741201096MaRDI QIDQ1652440

Masoud Talebian, Hadi Charkhgard, Savelsbergh, Martin W. P.

Publication date: 11 July 2018

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2017.07.015

zbMATH Keywords

linear programmingconvex programmingpolynomial-time algorithmPareto optimal solutionsmulti-linear objective function

Mathematics Subject Classification ID

Convex programming (90C25) Multi-objective and goal programming (90C29) Linear programming (90C05)

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Uses Software

• CVXOPT
• Ipopt

Cites Work

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• The notion of a rational convex program, and an algorithm for the arrow-debreu Nash bargaining game
• On Polyhedral Approximations of the Second-Order Cone
• Two-Person Cooperative Games

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