“Homogeneous scalarization for a class of multi-objective polynomial optimization problems"
Date13th Mar 2023
Time03:00 PM
Venue Seminar Hall (NAC 522), 5th Floor
PAST EVENT
Details
This work considers a multi-objective polynomial optimization problem with fractional objectives. A suitable homogeneous change of variables is introduced to transform the fractional objectives and constraints into homogeneous polynomials. We then establish the equivalency of the former and the latter problems. The theoretical correctness of the proposed approach of homogeneously scalarizing the multi-objective polynomials into a homogeneous single-objective polynomial is established and the topological properties of the solution set are studied. Furthermore, we show that a general class of nonsmooth polynomial optimization problems can be reduced to a single-degree homogeneous multi-objective polynomial optimization problem, using the concept of dual positively homogeneous optimization. Moreover, the reduced problem is a concave maximization problem. Numerical experimentation is conducted to show the efficiency of the solution method. Further, it is concluded that an unbiased solution can be obtained by this method in accordance with the decision-makers priority.
Speakers
Dr. Sujeet Kumar Singh, Indian Statistical Institute, Hyderabad
DEPT. OF MATHEMATICS