Analytic efficient solution set for bi-criteria quadratic network programs
The paper is concerned with the following bi-criteria quadratic cost network program (BQNP) on a network \(G=(N,A)\) with a finite set \(N\) of nodes and a finite set \(A\) of directed arcs: \[ \begin{matrix} &\qquad {\l}\\ & \text{V--min} \quad \left( \frac{1}{2}x^{T}Q_{1}x+p_{1}x,\frac{1}{2}x^{T}Q_{2}x+p_{2}x\right)\\ &\text{subject to} \quad Ex=b, l\leq{x}\leq{u}, \end{matrix} \] where \(Q_1, Q_2\in{R^{| A| \times{| A| }}}\) are diagonal matrices with non-negative diagonal elements, \(p_1, p_2\) are linear constant vectors, \(x\) is the flow on the arcs, \(E\in{R^{| N| \times{| A| }}}\) is the node-arc incidence matrix, \(b\in{R^{| N| }}\) is the net outflow of the nodes and \(l,u\in{R^{| A| }}\) are lower and upper bounds of the flow \(x\), respectively. The authors present an analytic solution method to evaluate the exact efficient solution set and efficient point set (efficient frontier) for the bi-criteria quadratic network program (BQNP). Problem (BQNP) can be solved much more efficiently than the general case by using the special network structure. A constructive algorithm for solving problem (BQNP) is developed and numerical examples are given to illustrate the method.
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