instituto de matemáticas universidad de sevilla
Antonio de Castro Brzezicki
A moment method to solve multiobjective linear programs
Seminario Doctorado
Actividad del Programa de Doctorado
Fecha: 16.11.2016 De 10.30 a 12.00
Lugar: Seminario I (IMUS), Edificio Celestino Mutis
Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions of  Multiobjective Linear Programmes (MOLPs). However, all of them are based on active-set methods (simplex-like approaches). We present a different method, based on a transformation of any Multiobjective Linear Programme (MOLP) into a unique lifted Semidefinite Program (SDP), the solutions of which encode the entire set of Pareto-optimal extreme point solutions of any  MOLP. This SDP problem can be solved, among other algorithms, by interior point methods; thus unlike an active set-method, our method provides a new approach to find the set of Pareto-optimal solutions of MOLP.