An algorithm for optimizing over the efficient set
The author develops an algorithm for the problem (P) \(\min dx\) subject to \(x\in E\), where \(d\in \mathbb R^n\) and \(E\) is the efficient set of the multiobjective linear programming problem (MP): \(\text{Min}\,Cx\) subject to \(x\in S=\{x\in\mathbb R^n\mid Ax\geq b\}\), where \(A\) is an \(m\times n\) matrix, \(C\) is a \(p\times n\) matrix and \(b\in\mathbb R^m\). The problem (P) has been studied by a number of authors including \textit{J. Philip} [Math. Program. 2, 207--229 (1972; Zbl 0288.90052)]. The algorithm proposed in this paper utilizes the relationship of normal cones with efficient faces of (MP) and is based on the approach of Philip. It is claimed that the algorithm solves the problem (P) in a finite number of steps. It is also stated that the problem of determining an efficient edge and vertex adjacent to a given efficient vertex can often be solved by a simple procedure. The working of the algorithm is illustrated by three examples.
- Optimizing a linear function over an efficient set
- A bilinear algorithm for optimizing a linear function over the efficient set of a multiple objective linear programming problem
- Determination of the efficient set in multiobjective linear programming
- An all-linear programming relaxation algorithm for optimizing over the efficient set
- Finding all maximal efficient faces in multiobjective linear programming
- An algorithm for optimizing over the weakly-efficient set
- Computational experience concerning payoff tables and minimum criterion values over the efficient set
- Bisection search algorithm for optimizing over the efficient set
- Optimizing over Pareto set of semistrictly quasiconcave vector maximization and application to stochastic portfolio selection
- A computationally efficient algorithm for determination of efficient max-ordering optimal solutions in multiple objective programming
- Outcome-Space Polyblock Approximation Algorithm for Optimizing over Efficient Sets
- An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem
- scientific article; zbMATH DE number 1530351 (Why is no real title available?)
- ON THE PROJECTION OF THE EFFICIENT SET AND POTENTIAL APPLICATIONS
- Optimization over the efficient set of multiple objective discrete programs using the Edgeworth-Pareto hull in outcome space
- Optimization over the efficient set: overview
This page was built for publication: An algorithm for optimizing over the efficient set
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5930016)
