Optimizing Over the Efficient Set Using a Top-Down Search of Faces

Serpil Sayin ()
Additional contact information
Serpil Sayin: Koç University, College of Administrative Sciences and Economics, Istinye, 80860 Istanbul, Turkey

Operations Research, 2000, vol. 48, issue 1, 65-72

Abstract: The problem of optimizing a linear function over the efficient set of a multiple objective linear programming problem is studied. The decomposition of the efficient set into efficient faces is used as the basis of a search-based algorithm to solve this problem. The faces of the feasible region are characterized by the set of constraints that hold as equality in that face. The search is conducted over the indices of the constraints in a way that explores faces of possibly higher dimension first. Computational tests are performed to establish the behavior of the algorithm when the objective function is built according to different schemes that have received attention in the literature. The results indicate that different objective function types may lead to varying computation time requirements. In general, computational requirements of the algorithm increase significantly with problem size. A heuristic modification of the algorithm is proposed to solve large problems within reasonable time limits. Tests to measure the quality of the heuristic solutions show that the heuristic approach constitutes a practical alternative for finding good solutions for the problem.

Keywords: Multiple criteria programming: effcient set; Nonlinear programming: global optimization (search for similar items in EconPapers)
Date: 2000
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.48.1.65.12449 (application/pdf)

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:inm:oropre:v:48:y:2000:i:1:p:65-72

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().