Abstract
Fundamental dynamic programming recursive equations are extended to the multicriteria framework. In particular, a more detailed procedure for a general recursive solution scheme for the multicriteria discrete mathematical programming problem is developed. Definitions of lower and upper bounds are offered for the multicriteria case and are incorporated into the recursive equations to aid problem solution by eliminating inefficient subpolicies. Computational results are reported for a set of 0–1 integer linear programming problems.
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Communicated by P. L. Yu
This research was supported in part by CONACYT (Consejo Nacional de Ciencia y Technologia), Mexico City, Mexico.
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Villarreal, B., Karwan, M.H. Multicriteria dynamic programming with an application to the integer case. J Optim Theory Appl 38, 43–69 (1982). https://doi.org/10.1007/BF00934322
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DOI: https://doi.org/10.1007/BF00934322