Problems of Multiobjective Mathematical Programming and the Algorithms of their Solution

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3331 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3331 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3331 archive 351 disk0/00/00/32/87 2016-01-15 01:59:45 2021-08-27 17:13:36 2016-01-15 01:59:45 monograph show 2 Volkovich V. Problems of Multiobjective Mathematical Programming and the Algorithms of their Solution pub iis_met prog_mda Development of interactive Decision Support Systems requires new approaches and numerical algorithms for solving Multiple Objective Optimization Problems. These algorithms must be robust and efficient and applicable to possibly a broad class of problems. This paper presents the new algorithm developed by the author. The algorithm consists of two steps: (a) reduction of the initial Multiple Objective Optimization Problem into a system of inequalities, and (b) solving this set of inequalities by the iterative procedure proposed by the author. Due to its generality, the algorithm applies to various Multiple Criteria Optimization Problems, including integer optimization problems. The author presents several variants of the algorithm as well as results of numerical experiments. 1989-08 published WP-89-057 WP-89-057 10 public working_paper IIASA, Laxenburg, Austria 28 FALSE info:eu-repo/semantics/book