Article ID: | iaor1992314 |
Country: | Germany |
Volume: | 35 |
Start Page Number: | 185 |
End Page Number: | 195 |
Publication Date: | May 1991 |
Journal: | Mathematical Methods of Operations Research (Heidelberg) |
Authors: | Dauer J.P. |
In this work the problem of maximizing a nonlinear objective over the set of efficient solutions of a multicriteria linear program is considered. This is a nonlinear program with nonconvex constraints. The approach is to develop an active constraint algorithm which utilizes the fact that the efficient structure in decision space can be associated in a natural way with hyperplanes in the space of objective values. Examples and numerical experience are included.