一种结合约束空间与目标空间的方法用于确定多目标线性规划的高维最大有效面

A combined constraint-space, objective-space approach for determining high-dimensional maximal efficient faces of multiple objective linear programs

European Journal of Operational Research · 1996
被引 21
ABS 4

中文导读

针对线性多目标最小化问题,提出了基于约束空间和目标空间结合的方法,用于确定目标集的高维最大有效面,算法对2和3目标问题完整。

Abstract

Characterizations for efficient faces and certain maximal efficient faces of the objective set Y of a linear k-objective minimization problem are presented. These characterizations are used to develop an algorithm for etermining high-dimensional maximal efficient faces of Y. The algorithm requires as input an irredundant system of linear inequalities representing the efficiency equivalent polyhedron Y :=Y + R+k. A procedure for obtaining such a representation for Y has previously appeared in the literature and is included herein in order to make the paper self-contained. This latter procedure requires, in part, the generation of the efficient extreme points and efficient extreme rays of the constraint polyhedron. Hence, the overall method proposed herein can be viewed as a combined constraint-space, objective-space algorithm. The algorithm is complete for problems with 2 and 3 objectives. An illustrative numerical example is included.

多目标线性规划有效面约束空间目标空间算法