A modification of the Geoffrion/Dyer/Feinberg algorithm for finite multi- objective systems (Q1059556)
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scientific article; zbMATH DE number 3904358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A modification of the Geoffrion/Dyer/Feinberg algorithm for finite multi- objective systems |
scientific article; zbMATH DE number 3904358 |
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A modification of the Geoffrion/Dyer/Feinberg algorithm for finite multi- objective systems (English)
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1985
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This paper extends the work of \textit{A. M. Geoffrion}, \textit{J. S. Dyer} and \textit{A. Feinberg} [Manage. Sci., Appl. 19, 357-368 (1972; Zbl 0247.90069)] from a compact convex action set X to a finite set X. The essential difference is that the line search step in their algorithm is no longer applicable and has to be replaced by a different search procedure. Finite convergence to an optimal solution is guaranteed. Termination decisions and error analysis is also included.
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multiple criteria
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interactive
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Finite convergence
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optimal solution
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Termination decisions
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error analysis
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