Successive linear programming for ratio goal problems

DOI10.1016/S0377-2217(87)80010-3MaRDI QIDQ1099080zbMATHFDO

Authors Ronald D. Armstrong, A. Charnes, Cengiz Haksever

Publication date 1987

Published in European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

multiobjective programmingnon-convex programmingsuccessive linear programmingmultiple ratio goal models

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• scientific article; zbMATH DE number 3175708 (Why is no real title available?)
• scientific article; zbMATH DE number 3356508 (Why is no real title available?)
• A nonlinear programming technique for the optimization of continuous processing systems
• Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
• An Approach to Sensitivity Analysis
• Duality in semi-infinite programs and some works of Haar and Carathéodory
• Goal programming and multiple objective optimizations. Part I
• Multicriteria Programming for Financial Planning
• Optimal cargo allocation on board a plane: A sequential linear programming approach
• Structural sensitivity analysis in linear programming and an exact product form left inverse

Cited in

(8)

• Computational efficiency and interactive MOLP algorithms: An implementation of the SIMOLP procedure
• Successive Linear Programming at Exxon
• Implementation of successive linear programming algorithms for non-convex goal programming
• A Fourth bibliography of fractional programming
• Financial planning with fractional goals
• Ratio-conjugation tool and its application in linear optimization models†
• Ratio dynamic programs
• Block-angular linear ratio programmes

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