Solving generalized convex multiobjective programming problems by a normal direction method
Tran Ngoc Thang, Dinh The Luc, Nguyen Thi Bach Kim · Optimization · 2016
We use normal directions of the outcome set to develop a method of outer approximation for solving generalized convex multiobjective programming problems. We prove the convergence of the method and report some computational experiments. As an application, we obtain an algorithm to solve an associated multiplicative problem over a convex constraint set.