A face search heuristic algorithm for optimizing over the efficient set

Harold P. Benson and Serpil Sayin

Naval Research Logistics (NRL), 1993, vol. 40, issue 1, 103-116

Abstract: The problem of optimizing a linear function over the efficient set of a multiple objective linear program is an important but difficult problem in multiple criteria decision making. In this article we present a flexible face search heuristic algorithm for the problem. Preliminary computational experiments indicate that the algorithm gives very good estimates of the global optimum with relatively little computational effort. © 1993 John Wiley & Sons, Inc.

Date: 1993
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https://doi.org/10.1002/1520-6750(199302)40:13.0.CO;2-A

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:40:y:1993:i:1:p:103-116

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