Article ID: | iaor20023477 |
Country: | United Kingdom |
Volume: | 10 |
Issue: | 1 |
Start Page Number: | 35 |
End Page Number: | 47 |
Publication Date: | Jan 2001 |
Journal: | Journal of Multi-Criteria Decision Analysis |
Authors: | Chen Wei, Wiecek Margaret M., Zhang Jinhuan |
Keywords: | programming: quadratic |
A procedure to approximate the non-dominated set for general (continuous) bi-criteria programs is proposed. The piecewise approximation is composed of quadratic curves, each of which is developed locally in a neighbourhood of a non-dominated point of interest and based on primal–dual relationships associated with the weighted Tchebycheff scalarization of the original problem. The approximating quadratic functions, in which decision maker's preferences are represented, give a closed-form description of the non-dominated set. A numerical example is included.