Handling soft constraints via composite concave programming

Handling soft constraints via composite concave programming

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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: , ,
Keywords: programming: mathematical
Abstract:

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.

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