作者:
Jorge, JMUniv La Laguna
Dept Estadist Invest Operat & Computac San Cristobal la Laguna 38271 Tenerife Spain
In this paper we present the concept of maximal descriptor set as a way of identifying faces of a polyhedron in a unique form. This concept is based on the implicit representation of a face through its maximal set of ...
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In this paper we present the concept of maximal descriptor set as a way of identifying faces of a polyhedron in a unique form. This concept is based on the implicit representation of a face through its maximal set of binding inequalities. By making use of this notion it is possible to derive new practical tests to characterize the efficiency of arbitrary faces in a multipleobjectivelinear program, some of which can be seen as extensions of other well-known results on efficiency for general points (not necessarily vertices). (C) 2002 Elsevier Science B.V. All rights reserved.
In this paper we consider the problem of incorporating qualitative data in multiple objective linear programming. We show how the weight assessment technique in the Analytic Hierarchy Process (AHP) can be utilized in ...
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In this paper we consider the problem of incorporating qualitative data in multiple objective linear programming. We show how the weight assessment technique in the Analytic Hierarchy Process (AHP) can be utilized in multiple objective linear programming, when only qualitative (subjective, judgemental) data is available. Using the AHP, we first quantify the qualitative relationships between the row variables and the decision variables for our model. The row variables may have the status of an objective function or a constraint. Then we apply our visual and dynamic decision support system called VIG for solving the resulting multiple objective linear programming problem. We develop the approach and describe an application to strategic management.
Because a rational decision maker should only select an efficient alternative in multiple criterion decision problems, the efficient frontier defined as the set of all efficient alternatives has become a central solut...
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Because a rational decision maker should only select an efficient alternative in multiple criterion decision problems, the efficient frontier defined as the set of all efficient alternatives has become a central solution concept in multiple objective linear programming. Normally this set reduces the set of available alternatives of the underlying problem. There are several methods, mainly based on the simplex method, for computing the efficient frontier. This paper presents a quite different approach which uses a nonlinear parametric program, solved by Wolfe's algorithm, to determine the range of the efficient frontier.
We present an algorithm for solving bilevel linear programs that uses simplex pivots on an expanded tableau. The algorithm uses the relationship between multipleobjectivelinear programs and bilevel linear programs a...
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We present an algorithm for solving bilevel linear programs that uses simplex pivots on an expanded tableau. The algorithm uses the relationship between multipleobjectivelinear programs and bilevel linear programs along with results for minimizing a linearobjective over the efficient set for a multipleobjective problem. Results in multipleobjectiveprogramming needed are presented. We report computational experience demonstrating that this approach is more effective than a standard branch-and-bound algorithm when the number of leader variables is small.
In this paper, we provide a mixed-integer programming approach for solving the problem of minimizing a real-valued function over the efficient set of a multipleobjectivelinear program problem. Instead of solving the...
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In this paper, we provide a mixed-integer programming approach for solving the problem of minimizing a real-valued function over the efficient set of a multipleobjectivelinear program problem. Instead of solving the problem directly, we introduce a new problem of minimizing the objective function subject to some linear constraints with additional binary variables. We show under certain conditions that the two problems are equivalent. When the objective function of the original problem is a linear or convex function, the new problem is a linear or convex programming problem, respectively, with some binary variables. These problems can be solved as mixed-integer programs with current state-of-art mixed-integer programming solvers.
In this paper we study the problem of multiple objective linear programming (MOLP). We introduce a new solution concept which is related to that of the nucleolus of n-person cooperative game theory. We prove that a ge...
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In this paper we study the problem of multiple objective linear programming (MOLP). We introduce a new solution concept which is related to that of the nucleolus of n-person cooperative game theory. We prove that a general MOLP problem always has a solution in the new sense. The points in the nucleolus are efficient in the classic way. We prove existence and at the same time we introduce a constructing algorithm for computing it.
multiple objective linear programming is used to evaluate a simulated two-participant maize/cassava/leucaena/teak agroforestry system. Examples using two different price ratios are presented along with possible method...
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multiple objective linear programming is used to evaluate a simulated two-participant maize/cassava/leucaena/teak agroforestry system. Examples using two different price ratios are presented along with possible methods to optimize the system with regard to the interests of the two profit seeking participants. A third example examines possible solutions to a system involving a profit seeking forester and a non-monetary subsistence farmer.
Data envelopment analysis (DEA) models use the frontier of the production possibility set (PPS) to evaluate decision making units (DMUs). However, the explicit-form equations of the frontier cannot be obtained using t...
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Data envelopment analysis (DEA) models use the frontier of the production possibility set (PPS) to evaluate decision making units (DMUs). However, the explicit-form equations of the frontier cannot be obtained using the traditional DEA models. To fill this gap, the current paper proposes an algorithm to generate all strong-efficient DMUs and the explicit-form equations of the strong-efficient frontier and the strong defining hyperplanes for the PPS with the variable returns to scale (VRS) technology. The algorithm is based on a multiple objective linear programming (MOLP) problem in the DEA methodology, which is solved through the multicriteria simplex method. Also, Isermann's test is employed to specify strong-efficient nonbasic variables in each strong-efficient multicriteria simplex table. Before presenting the algorithm, a theoretical framework is introduced to characterize the relationships between the feasible region in the decision space of the MOLP problem and the PPS with the VRS technology. It is shown that the algorithm which has four phases is finitely convergent and has less computational complexity than other algorithms in the related literature. Finally, two examples are used to illustrate the algorithm.
multiple conflicting objectives in many decision making problems can be well described by multiple objective linear programming (MOLP) models. This paper deals with the vague and imprecise information in a multiple ob...
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multiple conflicting objectives in many decision making problems can be well described by multiple objective linear programming (MOLP) models. This paper deals with the vague and imprecise information in a multipleobjective problem by fuzzy numbers to represent parameters of an MOLP model. This so-called fuzzy MOLP (or FMOLP) model will reflect some uncertainty in the problem solution process since most decision makers often have imprecise goals for their decision objectives. This study proposes an approximate algorithm based on a fuzzy goal optimization under the satisfactory degree alpha to handle both fuzzy and imprecise issues. The concept of a general fuzzy number is used in the proposed algorithm for an FMOLP problem with fuzzy parameters. As a result, this algorithm will allow decision makers to provide fuzzy goals in any form of membership functions.
The optimization of an economic indicator has traditionally been the sole objective function of mathematical programming models for power generation expansion planning. Recently, however, other evaluation aspects, suc...
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