Multiple objective dynamic programming with forward filtering

DOI10.1016/0305-0548(86)90039-0MaRDI QIDQ1821702zbMATH OpenOpenAlexFDO

Authors Jonathan S. H. Kornbluth

Publication date 1986

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0305-0548(86)90039-0

zbMATH Keywords

heuristic methodmultiple objective dynamic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39)

Review text

We present a heuristic method for reducing burden in multiple objective dynamic programming (MODP). Using techniques originally suggested for multiple objective linear programming, the solution set for each state (stage) are filtered, giving a representative subset of the set of efficient ways of attaining that state (stage). The method allows for considerable reductions in the amount of storage required to solve the problem, and in the dimensionality of the problem in solution space. It does not guarantee that all the identified solutions are non-dominated; however, the examples presented suggest that the representation of the subset of all efficient solutions is a good one.

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Cites work

• An Interactive Multiple Objective Linear Programming Method for a Class of Underlying Nonlinear Utility Functions
• scientific article; zbMATH DE number 3761780 (Why is no real title available?)
• scientific article; zbMATH DE number 3769296 (Why is no real title available?)

Cited in

(2)

• An effective genetic algorithm approach to multiobjective routing problems (MORPs)
• Heuristic methods and applications: A categorized survey

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