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Author: | Arbel, A. Korhonen, P. |
Title: | Using objective values to start multiple objective linear programming algorithms |
Journal: | European Journal of Operational Research
2001 : FEB 1, VOL. 128:3, p. 587-596 |
Index terms: | LINEAR PROGRAMMING INTERACTIVE COMPUTING ALGORITHMS |
Language: | eng |
Abstract: | The authors introduce in this paper a new starting mechanism for multiple-objective linear programming (MOLP) algorithms. These makes it possible to start an algorithm from any solution in objective space. The original problem is first augmented in a such a way that a given starting solution is feasible. The augmentation is explicitly or implicitly controlled by one parameter during the search process, which verifies the feasibility (efficiency) of the final solution. This starting mechanism can be applied either to traditional algorithms which search the exterior of the constraint polytope or to algorithms moving through the interior of the constraints. The authors provide recommendations on the suitability of an algorithm for the various locations of a starting point in objective space. |
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