Multidimensional Line Search Using a Binary Preference Relation

Donald Wehrung
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Donald Wehrung: University of British Columbia, Vancouver, British Columbia

Operations Research, 1979, vol. 27, issue 2, 356-363

Abstract: A number of interactive algorithms involving line searches have recently been suggested for use when the decision-maker's preferences take the form of a binary relation rather than the standard criterion function. This study examines the extension of well-known line-search procedures based on a criterion function to binary representations for preference and briefly outlines why some procedures are not extendible. Extensions of uniform and golden section line-search procedures are examined in detail. Knowledge of these extensions should assist the user of interactive algorithms to select a line-search procedure that is appropriate for his needs.

Date: 1979
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:27:y:1979:i:2:p:356-363

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