haku: @author Sherali, H. D. / yhteensä: 18
viite: 5 / 18
| Tekijä: | Loganathan, G. V. Sherali, H. D. |
| Otsikko: | A convergent interactive cutting-plane algorithm for multiobjective optimization. |
| Lehti: | Operations Research
1987 : MAY-JUN, VOL. 35:3, p. 365-377 |
| Asiasana: | MULTIOBJECTIVE PROGRAMMING OPTIMIZATION |
| Kieli: | eng |
| Tiivistelmä: | An algorithm is given for determining a best-compromise solution to problems that elicits a minimal amount of subjective information from the decision maker. It uses above information at each generated iteration to derive cutting planes based on suitable pairwise objective trade-offs between the functions. It requires no line searches and produces successive iterates that are all contained in the efficient frontier. It permits an optimal termination criterion for finitely stopping the procedure, and a method for obtaining an efficient near-optimal solution is prescribed. The basic algorithm is convergent, with any generated accumulation point being a best-compromise solution. |
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