An interactive multi-objective gradient search

An interactive multi-objective gradient search

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Article ID: iaor1993691
Country: Netherlands
Volume: 12
Issue: 1
Start Page Number: 53
End Page Number: 58
Publication Date: Jul 1992
Journal: Operations Research Letters
Authors: ,
Keywords: programming: multiple criteria
Abstract:

In recent years there has been much interest in developing interactive algorithms for solving multiple objective optimization problems. In this paper the authors present an approach for estimating the gradient within a line-search algorithm. The approach uses a numerical approximation to the gradient obtained by fitting a first-order experimental desgin to the decision maker’s value function. Test results indicate that the algorithm provides accurate utility predictions for numerically assessed gradient vectors, relative to analytical gradient vectors.

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