A face search heuristic algorithm for optimizing over the efficient set. (English) Zbl 0780.90080

Benson, Harold P.; Sayin, Serpil

Nav. Res. Logist. 40, No. 1, 103-116 (1993).

Summary: The problem of optimizing a linear function over the efficient set of a multiple objective linear program is an important but difficult problem in multiple criteria decision making. In this article we present a flexible face search heuristic algorithm for the problem. Preliminary computational experiments indicate that the algorithm gives very good estimates of the global optimum with relatively little computational effort.

MSC:

90C29	Multi-objective and goal programming
90C05	Linear programming
90-08	Computational methods for problems pertaining to operations research and mathematical programming

Keywords:

efficient set; multiple objective linear program; flexible face search heuristic

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