Some results concerning the quality of vertex solutions found by a method for multiple-objective linear programming

Some results concerning the quality of vertex solutions found by a method for multiple-objective linear programming

0.00 Avg rating0 Votes
Article ID: iaor19932412
Country: United Kingdom
Volume: 1
Issue: 3
Start Page Number: 139
End Page Number: 153
Publication Date: Dec 1992
Journal: Journal of Multi-Criteria Decision Analysis
Authors: ,
Abstract:

The Zionts-Wallenius algorithm for multiple-objective linear programming terminates with an extreme point solution that is locally but not necessary globally optimal. To find the globally optimal solution, a search along the facets of the solution space polyhedron may be required. In this paper the authors report the results of an experiment to determine how close the local and global optima are. They discuss the concept of closeness and propose one measure. Computer simulation is used to determine, in general, the quality of the solution found by the Zionts-Wallenius method for two types of non-linear utility functions. The merits of a search procedure are discussed in the context of the results.

Reviews

Required fields are marked *. Your email address will not be published.