一种多目标非线性规划算法

An Algorithm for Multiple-objective Non-linear Programming

Journal of the Operational Research Society · 1989
被引 0
ABS 3

中文导读

提出一种交互式算法求解多目标非线性规划问题,每轮迭代向决策者展示当前解和一组权衡方向,根据其偏好更新解,并用替换模型数值例子演示,与四种其他算法比较。

Abstract

An interactive algorithm to solve multiple-objective non-linear programming (MONLP) problems is proposed. In each iteration of the proposed algorithm, the decision-maker is presented with a solution and a set of direction (trade-off) vectors indicating possible trade-offs. Using the decision-maker's preferred trade-off vector, a new current solution and the corresponding trade-off vectors are found. The proposed algorithm is illustrated with a numerical example of a replacement model. Finally, the method is compared with four other interactive multiple-objective algorithms.

运筹学数学优化多目标决策算法设计