Article ID: | iaor2004766 |
Country: | United Kingdom |
Volume: | 44 |
Issue: | 7 |
Start Page Number: | 925 |
End Page Number: | 942 |
Publication Date: | Oct 2002 |
Journal: | Computers & Mathematics with Applications |
Authors: | Klamroth K., Schandl B., Wiecek M.M. |
Based on new theoretical results on norms, heuristic algorithms to approximate the nondominated set of multicriteria programs are proposed. By automatically adapting to the problem's structure and scaling, the approximation is constructed objectively without interaction with the decision maker. As the algorithms extend the results obtained for bicriteria programs, difficulties encountered when dealing with more than two criteria are discussed.