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1.
The structure of admissible points with respect to cone dominance   总被引:8,自引:0,他引:8  
We study the set of admissible (Pareto-optimal) points of a closed, convex setX when preferences are described by a convex, but not necessarily closed, cone. Assuming that the preference cone is strictly supported and making mild assumptions about the recession directions ofX, we extend a representation theorem of Arrow, Barankin, and Blackwell by showing that all admissible points are either limit points of certainstrictly admissible alternatives or translations of such limit points by rays in the closure of the preference cone. We also show that the set of strictly admissible points is connected, as is the full set of admissible points.Relaxing the convexity assumption imposed uponX, we also consider local properties of admissible points in terms of Kuhn-Tucker type characterizations. We specify necessary and sufficient conditions for an element ofX to be a Kuhn-Tucker point, conditions which, in addition, provide local characterizations of strictly admissible points.Several results from this paper were presented in less general form at the National ORSA/TIMS Meeting, Chicago, Illinois, 1975.This research was supported, in part, by the United States Army Research Office (Durham), Grant No. DAAG-29-76-C-0064, and by the Office of Naval Research, Grant No. N00014-67-A-0244-0076. The research of the second author was partially conducted at the Center for Operations Research and Econometrics (CORE), Université Catholique de Louvain, Heverlee, Belgium.The authors are indebted to A. Assad for several helpful discussions and to A. Weiczorek for his careful reading of an earlier version of this paper.  相似文献
2.
Preface to topics in data envelopment analysis   总被引:7,自引:0,他引:7  
This paper serves as an introduction to a series of three papers which are directed to different aspects of DEA (Data Envelopment Analysis) as follows: (1) uses and extensions of window analyses' to study DEA efficiency measures with an illustrative applications to maintenance activities for U.S. Air Force fighter wings, (2) a comparison of DEA and regression approaches to identifying and estimating, sources of inefficiency by means of artificially generated data, and (3) an extension of ordinary (linear programming) sensitivity analyses to deal with special features that require attention in DEA. Background is supplied in this introductory paper with accompanying proofs and explanations to facilitate understanding of what DEA provides in the way of underpinning for the papers that follow. An attempt is made to bring readers abreast of recent progress in DEA research and uses. A synoptic history is presented along with brief references to related work, and problems requiring attention are also indicated and possible research approaches also suggested.This research was partly supported by the National Science Foundation and USARI Contract MDA 903-83-K0312, with the Center for Cybernetic Studies, the University of Texas at Austin. It was also partly supported by the IC2 Institute at the University of Texas at Austin. Reproduction in whole or in part is permitted for any purpose of the U.S. Government.  相似文献
3.
农户生产合作博弈模型   总被引:6,自引:0,他引:6  
合作是广大分散的小规模经营的农户进入市场、改善自身经济地位的有效途径。本文从农户之间相互作用、相互影响的角度出发,用博弈模型对农户之间合作的动机和制约因素进行了合理的解释。结果表明:一次性博弈和重复博弈无法使农户摆脱合作失败的困境,引入激励机制,成立农户自愿参加的合作组织是适合我国国情的农户合作之路。  相似文献
4.
Existence and Lagrangian duality for maximizations of set-valued functions   总被引:5,自引:0,他引:5  
The maximization with respect to a cone of a set-valued function into possibly infinite dimensions is defined; some existence results are established; and a Lagrangian duality theory is developed.  相似文献
5.
Solution concepts in two-person multicriteria games   总被引:5,自引:0,他引:5  
In this paper, we propose new solution concepts for multicriteria games and compare them with existing ones. The general setting is that of two-person finite games in normal form (matrix games) with pure and mixed strategy sets for the players. The notions of efficiency (Pareto optimality), security levels, and response strategies have all been used in defining solutions ranging from equilibrium points to Pareto saddle points. Methods for obtaining strategies that yield Pareto security levels to the players or Pareto saddle points to the game, when they exist, are presented. Finally, we study games with more than two qualitative outcomes such as combat games. Using the notion of guaranteed outcomes, we obtain saddle-point solutions in mixed strategies for a number of cases. Examples illustrating the concepts, methods, and solutions are included.  相似文献
6.
多目标决策问题的广义折衷解研究   总被引:5,自引:0,他引:5  
引进决策偏好参数,提出了多目标决策问题的广义折衷解概念,然后探讨了广义折衷解的性质,最后也给出其数学规划的求解方法。  相似文献
7.
对偶理论在福利经济学中的应用   总被引:4,自引:0,他引:4  
本文首先在效用函数为凹的条件下,建立了政府追求社会福利最大化和资源消耗最小化的优化模型,然后运用对偶理论证明了在政府调控下,社会福利的最大化和资源消耗的最小化能够同时实现,并给出了政府对不同收入消费者实行的个人所得税率与补贴率,最后指出社会福利最大化点是帕累托最优的,  相似文献
8.
Duality theorem of nondifferentiable convex multiobjective programming   总被引:3,自引:0,他引:3  
Necessary and sufficient conditions of Fritz John type for Pareto optimality of multiobjective programming problems are derived. This article suggests to establish a Wolfe-type duality theorem for nonlinear, nondifferentiable, convex multiobjective minimization problems. The vector Lagrangian and the generalized saddle point for Pareto optimality are studied. Some previously known results are shown to be special cases of the results described in this paper.This research was partly supported by the National Science Council, Taipei, ROC.The authors would like to thank the two referees for their valuable suggestions on the original draft.  相似文献
9.
Maximal vectors and multi-objective optimization   总被引:3,自引:0,他引:3  
Maximal vector andweak-maximal vector are the two basic notions underlying the various broader definitions (like efficiency, admissibility, vector maximum, noninferiority, Pareto's optimum, etc.) for optimal solutions of multi-objective optimization problems. Moreover, the understanding and characterization of maximal and weak-maximal vectors on the space of index vectors (vectors of values of the multiple objective functions) is fundamental and useful to the understanding and characterization of Pareto-optimal and weak-optimal solutions on the space of solutions.This paper is concerned with various characterizations of maximal and weak-maximal vectors in a general subset of the EuclideanN-space, and with necessary conditions for Pareto-optimal and weak-optimal solutions to a generalN-objective optimization problem having inequality, equality, and open-set constraints on then-space. A geometric method is described; the validity of scalarization by linear combination is studied, and weak conditioning by directional convexity is considered; local properties and a fundamental necessary condition are given. A necessary and sufficient condition for maximal vectors in a simplex or a polyhedral cone is derived. Necessary conditions for Pareto-optimal and weak-optimal solutions are given in terms of Lagrange multipliers, linearly independent gradients, Jacobian and Gramian matrices, and Jacobian determinants.Several advantages in approaching the multi-objective optimization problem in two steps (investigate optimal index vectors on the space of index vectors first, and study optimal solutions on the specific space of solutions next) are demonstrated in this paper.This work was supported by the National Science Foundation under Grant No. GK-32701.  相似文献
10.
多目标规划的一种混合遗传算法   总被引:3,自引:0,他引:3  
本文利用遗传算法的全局搜索内能力及直接搜索算法的局部优化能力,提出了一种用于多目标规划的混合遗传算法.与Pareto遗传算法相比.本文提出的算法能提高多目标遗传算法优化搜索效率,并保证了能得到适舍决策者要求的Pareto最优解.最后,理论与实践证明其有有效性.  相似文献
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