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...

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Bibliographic Details
Main Authors: Bitran, Gabriel R., Magnanti, Thomas L.
Format: Working Paper
Language:en_US
Published: Massachusetts Institute of Technology, Operations Research Center 2004
Online Access:http://hdl.handle.net/1721.1/5162