A FINITE, NONADJACENT EXTREME-POINT SEARCH ALGORITHM FOR OPTIMIZATION OVER THE EFFICIENT SET

作     者：BENSON, HP 

作者机构：UNIV FLORIDACOLL BUSINESS ADMGAINESVILLEFL 32611 USA 

出 版 物：《JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS》 (优选法理论与应用杂志)

年 卷 期：1992年第73卷第1期

页      面：47-64页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：MULTIPLE-CRITERIA DECISION MAKING EXTREME-POINT SEARCH GLOBAL OPTIMIZATION EFFICIENT SET NONCONVEX PROGRAMMING 

摘      要：The problem (P) of optimizing a linear function over the efficient set of a multiple-objective linear program serves many useful purposes in multiple-criteria decision making. Mathematically, problem (P) can be classified as a global optimization problem. Such problems are much more difficult to solve than convex programming problems. In this paper, a nonadjacent extreme-point search algorithm is presented for finding a globally optimal solution for problem (P). The algorithm finds an exact extreme-point optimal solution for the problem after a finite number of iterations. It can be implemented using only linear programming methods. Convergence of the algorithm is proven, and a discussion is included of its main advantages and disadvantages.