Article ID: | iaor19992596 |
Country: | United Kingdom |
Volume: | 49 |
Issue: | 8 |
Start Page Number: | 870 |
End Page Number: | 877 |
Publication Date: | Aug 1998 |
Journal: | Journal of the Operational Research Society |
Authors: | Sniedovich M., Byrne A., Churilov L. |
Keywords: | programming: mathematical |
In this discussion we propose a method for handling soft constraints in situations where the decision-maker can associate a cost function with the ‘right-hand side’ values of these constraints that satisfies the usual economies of scale property of decreasing marginal costs. The method constitutes a natural application of composite concave programming, and seems to be particularly suited for situations where the underlying problem is of the linear/quadratic programming type.