A Benson type algorithm for nonconvex multiobjective programming problems

Abstract

In this paper, an approximation algorithm for solving nonconvex multiobjective programming problems (NCMOPs) is presented. We modify Benson’s method using cones instead of hyperplanes. This algorithm uses an inner approximation and an outer approximation to generate (weakly) efficient solutions and (weakly ε-) nondominated points of NCMOPs. Some numerical examples are presented to clarify the proposed algorithm. © 2016, Sociedad de Estadística e Investigación Operativa.