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Norm-based approximation in multicriteria programming. (English) Zbl 1047.90062
Summary: 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.

MSC:
90C29 Multi-objective and goal programming
Software:
NBI
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