Multiple objective programming with piecewise linear functions

  • An approach to generating all efficient solutions of multiple objective programs with piecewise linear objective functions and linear constraints is presented. The approach is based on the decomposition of the feasible set into subsets, referred to as cells, so that the original problem reduces to a series of lenear multiple objective programs over the cells. The concepts of cell-efficiency and complex-efficiency are introduced and their relationship with efficiency is examined. A generic algorithm for finding efficent solutions is proposed. Applications in location theory as well as in worst case analysis are highlighted.

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Metadaten
Author:Stefan Nickel, M. Wiecek
URN (permanent link):urn:nbn:de:hbz:386-kluedo-4571
Serie (Series number):Report in Wirtschaftsmathematik (WIMA Report) (16)
Document Type:Preprint
Language of publication:English
Year of Completion:1999
Year of Publication:1999
Publishing Institute:Technische Universität Kaiserslautern
Faculties / Organisational entities:Fachbereich Mathematik
DDC-Cassification:510 Mathematik

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