EconPapers    
Economics at your fingertips  
 

Optimality of the Methods for Approximating the Feasible Criterion Set in the Convex Case

Roman Efremov () and Georgy Kamenev
Additional contact information
Roman Efremov: Rey Juan Carlos University

A chapter in Multiobjective Programming and Goal Programming, 2009, pp 25-33 from Springer

Abstract: Abstract Estimation Refinement (ER) is an adaptive method for polyhedral approximations of multidimensional convex sets. ER is used in the framework of the Interactive Decision Maps (IDM) technique that provides interactive visualization of the Pareto frontier for convex sets of feasible criteria vectors. We state that, for ER, the number of facets of approximating polytopes is asymptotically multinomial of an optimal order. Furthermore, the number of support function calculations, needed to be resolved during the approximation, and which complexity is unknown beforehand since a user of IDM provides his own optimization algorithm, is bounded from above by a linear function of the number of iterations.

Keywords: Goal programming; Feasible goals method; Interactive decision maps; Estimation refinement (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-85646-7_3

Ordering information: This item can be ordered from
http://www.springer.com/9783540856467

DOI: 10.1007/978-3-540-85646-7_3

Access Statistics for this chapter

More chapters in Lecture Notes in Economics and Mathematical Systems from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-01
Handle: RePEc:spr:lnechp:978-3-540-85646-7_3