Optimization over the efficient set using an active constraint approach |
| |
Authors: | J P Dauer |
| |
Institution: | (1) Department of Mathematics, University of Tennessee at Chattanooga, 37403-2598 Chattanooga, TN, USA |
| |
Abstract: | In this work the problem of maximizing a nonlinear objective over the set of efficient solutions of a multicriteria linear program is considered. This is a nonlinear program with nonconvex constraints. The approach is to develop an active constraint algorithm which utilizes the fact that the efficient structure in decision space can be associated in a natural way with hyperplanes in the space of objective values. Examples and numerical experience are included. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|