A FACE SEARCH HEURISTIC ALGORITHM FOR OPTIMIZING OVER THE EFFICIENT SET

被引:0
|
作者
BENSON, HP
SAYIN, S
机构
[1] College of Business Administration, University of Florida, Gainesville, Florida
关键词
D O I
10.1002/1520-6750(199302)40:1<103::AID-NAV3220400107>3.0.CO;2-A
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
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.
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页码:103 / 116
页数:14
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