Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6896358 | European Journal of Operational Research | 2015 | 24 Pages |
Abstract
We study a class of vector optimization problems with a C-convex objective function under linear constraints. We extend the proximal point algorithm used in scalar optimization to vector optimization. We analyze both the global and local convergence results for the new algorithm. We then apply the proximal point algorithm to a supply chain network risk management problem under bi-criteria considerations.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Shaojian Qu, Mark Goh, Ying Ji, Robert De Souza,