Unbiased approximation in multicriteria optimization

Kathrin Klamroth, Jørgen Tind and Margaret M. Wiecek

Mathematical Methods of Operations Research, 2003, vol. 56, issue 3, 413-437

Abstract: Algorithms generating piecewise linear approximations of the nondominated set for general, convex and nonconvex, multicriteria programs are developed. Polyhedral distance functions are used to construct the approximation and evaluate its quality. The functions automatically adapt to the problem structure and scaling which makes the approximation process unbiased and self-driven. Decision makers preferences, if available, can be easily incorporated but are not required by the procedure. Copyright Springer-Verlag Berlin Heidelberg 2003

Keywords: Key words: multicriteria programs; nondominated set; approximation; distance functions (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:spr:mathme:v:56:y:2003:i:3:p:413-437

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DOI: 10.1007/s001860200217

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