Analyzing Multi-Objective Linear and Mixed Integer Programs by Lagrange Multipliers
A new method for multi-objective optimization of linear and mixed programs based on Lagrange multiplier methods is developed. The method resembles, but is distinct from, objective function weighting and goal programming methods. A subgradient optimization algorithm for selecting the multipliers is p...
| Main Authors: | , |
|---|---|
| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/5322 |