多目标线性规划问题的先占价值函数方法

A PREEMPTIVE VALUE‐FUNCTION METHOD APPROACH FOR MULTIOBJECTIVE LINEAR PROGRAMMING PROBLEMS

DECISION SCIENCES · 1983
被引 9
人大 AABS 3

中文导读

提出一种结合先占优先级与近似价值函数的方法,通过实验设计评估二次多属性价值函数,并用现有算法求解,相比价值函数法和目标规划效果更好。

Abstract

Many common decision‐making situations require integration of a number of objectives or goals into a single objective function to be optimized. A number of techniques for performing this analysis are presented in the literature. These procedures generally require a tradeoff between realism and tractability. The present approach uses the idea of preemptive priority levels with an approximate value function at each level. An efficient experimental design is used to assess directly a quadratic approximation of the multiattribute value functions. An existing algorithm is then used to solve the resulting problem. This procedure is shown to give good results when compared to both the value‐function method and goal programming.

多目标优化线性规划价值函数目标规划