Stochastic multiobjective problems with complementarity constraints and applications in healthcare management

Gui-Hua Lin, Dali Zhang and Yan-Chao Liang

European Journal of Operational Research, 2013, vol. 226, issue 3, 461-470

Abstract: We consider a class of stochastic multiobjective problems with complementarity constraints (SMOPCCs) in this paper. We derive the first-order optimality conditions including the Clarke/Mordukhovich/strong-type stationarity in the Pareto sense for the SMOPCC. Since these first-order optimality systems involve some unknown index sets, we reformulate them as nonlinear equations with simple constraints. Then, we introduce an asymptotic method to solve these constrained equations. Furthermore, we apply this methodology results to a patient allocation problem in healthcare management.

Keywords: Stochastic multiobjective problem with complementarity constraints; Pareto stationarity; Constrained equation; Asymptotic method; Healthcare (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:226:y:2013:i:3:p:461-470

DOI: 10.1016/j.ejor.2012.11.005

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