A modification of the Geoffrion/Dyer/Feinberg algorithm for finite multi- objective systems (Q1059556): Difference between revisions
From MaRDI portal
Latest revision as of 17:00, 14 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A modification of the Geoffrion/Dyer/Feinberg algorithm for finite multi- objective systems |
scientific article |
Statements
A modification of the Geoffrion/Dyer/Feinberg algorithm for finite multi- objective systems (English)
0 references
1985
0 references
This paper extends the work of \textit{A. M. Geoffrion}, \textit{J. S. Dyer} and \textit{A. Feinberg} [Manage. Sci., Appl. 19, 357-368 (1972; Zbl 0247.90069)] from a compact convex action set X to a finite set X. The essential difference is that the line search step in their algorithm is no longer applicable and has to be replaced by a different search procedure. Finite convergence to an optimal solution is guaranteed. Termination decisions and error analysis is also included.
0 references
multiple criteria
0 references
interactive
0 references
Finite convergence
0 references
optimal solution
0 references
Termination decisions
0 references
error analysis
0 references