Duality Based Characterizations of Efficient Facets
Most practical applications of multicriteria decision making can be formulated in terms of efficient points determined by preference cones with polyhedral closure. Using linear approximations and duality from mathematical programming, we characterize a family of supporting hyperplanes that define th...
Main Authors: | , |
---|---|
Format: | Working Paper |
Language: | en_US |
Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
|
Online Access: | http://hdl.handle.net/1721.1/5162 |