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Penalty functions based upon a general class of restricted dissimilarity functions

Roberto Ghiselli Ricci

European Journal of Operational Research, 2015, vol. 241, issue 3, 806-814

Abstract: In this paper the notion of restricted dissimilarity function is discussed and some general results are shown. The relation between the concepts of restricted dissimilarity function and penalty function is presented. A specific model of construction of penalty functions by means of a wide class of restricted dissimilarity functions based upon automorphisms of the unit interval is studied. A characterization theorem of the automorphisms which give rise to two-dimensional penalty functions is proposed. A generalization of the previous theorem to any dimension n > 2 is also provided. Finally, a not convex example of generator of penalty functions of arbitrary dimension is illustrated.

Keywords: Restricted dissimilarity function; Penalty function; Quasi-convexity (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:241:y:2015:i:3:p:806-814

DOI: 10.1016/j.ejor.2014.09.004

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