A finite,nonadjacent extreme-point search algorithm for optimization over the efficient set |
| |
Authors: | H P Benson |
| |
Institution: | (1) College of Business Administration, University of Florida, Gainesville, Florida |
| |
Abstract: | The problem (P) of optimizing a linear function over the efficient set of a multiple-objective linear program serves many useful purposes in multiple-criteria decision making. Mathematically, problem (P) can be classified as a global optimization problem. Such problems are much more difficult to solve than convex programming problems. In this paper, a nonadjacent extreme-point search algorithm is presented for finding a globally optimal solution for problem (P). The algorithm finds an exact extreme-point optimal solution for the problem after a finite number of iterations. It can be implemented using only linear programming methods. Convergence of the algorithm is proven, and a discussion is included of its main advantages and disadvantages.The author owes thanks to two anonymous referees for their helpful comments. |
| |
Keywords: | Multiple-criteria decision making extreme-point search global optimization efficient set nonconvex programming |
本文献已被 SpringerLink 等数据库收录! |
|