Using Objective Values to Start Multiple Objective Linear Programming Algorithms

Arbel A & Korhonen P (1998). Using Objective Values to Start Multiple Objective Linear Programming Algorithms. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-98-066

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Abstract

We introduce in this paper a new starting mechanism for multi-objective linear programming (MOLP) algorithms. This makes it possible to start an algorithm from any solution in objective space. The original problem is first augmented in such a way that a given starting point is feasible. The augmentation is explicitly or implicitly controlled by one parameter during the search process, which verifies the feasibility (efficiency) of the final solution. This starting mechanism can be applied either to traditional algorithms, which search the exterior of the constraint polytope, or to the algorithms moving through the 2interior of the constraints. We provide recommendations on the suitability of an algorithm for the various locations of a starting point in objective space. Numerical considerations illustrate these ideas.

Item Type: Monograph (IIASA Interim Report)
Research Programs: Decision Analysis and Support (DAS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:10
Last Modified: 18 Nov 2016 17:03
URI: http://pure.iiasa.ac.at/5584

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