Article ID: | iaor1999938 |
Country: | Netherlands |
Volume: | 94 |
Issue: | 1 |
Start Page Number: | 143 |
End Page Number: | 153 |
Publication Date: | Oct 1996 |
Journal: | European Journal of Operational Research |
Authors: | White D.J. |
Keywords: | penalty functions |
In this paper we present several equivalent mathematical programming formulations of the problem of maximizing a function over the efficient set, in the case of a polytopal feasible region and linear functions. Penalty function formulations and their properties are given. An examination is made of computational aspects, epsilon efficiency, the appropriateness of the original problem formulation, and of nonlinear extensions.