Target level method in linear multi-criteria problems
type: Item
instance of: scholarly article
title: Target level method in linear multi-criteria problems
zbMATH Open document ID: 1023.90055
DOI: 10.1023/A:1022911724551
author: S. Yu. Churkina
author: Yu. D. Zabrodin
published in: Computational Mathematics and Modeling
publication date: 2003-06-26T00:00:00Z
review text: We consider the target level method for solving linear multi-criteria maximization problems. The method finds an efficient (Pareto-optimal) vector estimate that is closest in the Chebyshev metric to the target level point specified by the decision maker. The proposed method describes (parametrizes and approximates) the efficient set. In the linear case the number of scalar optimization problems needed to describe the set of efficient vector estimates is substantially reduced. A formula is derived which, under certain conditions, can be used to compute efficient vector estimates without solving any optimization problems. An algorithm based on these results is proposed for two-criteria problems.
Mathematics Subject Classification ID: 90C29
zbMATH DE Number: 1940424
zbMATH Keywords: linear multi-criteria maximization problems
zbMATH Keywords: efficient set
MaRDI profile type: Publication
full work available at URL: a:1022911724551
OpenAlex ID: W49122998
description: scientific article; zbMATH DE number 1940424