Skip to main content
Log in

Admissible points of a convex polyhedron

  • Contributed Papers
  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

In this paper, we present several new properties of the admissible points of a convex polyhedron. These properties can be classified into two categories. One category concerns the characterization and generation of these points. The other category concerns the circumstances under which these points are efficient solutions for linear multiple-objective programs with nonnegative criteria matrices. To illustrate some of the potential utility of these properties, we describe their application to two practical problems. These problems are the linear multiple-objective problem with interval coefficients and the problem of optimizing over the efficient set.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Arrow, K. J., Barankin, E. W., andBlackwell, D.,Admissible Points of Convex Sets, Contributions to the Theory of Games, Edited by H. W. Kuhn and A. W. Tucker, Princeton University Press, Princeton, New Jersey, 1953.

    Google Scholar 

  2. Shachtman, R.,Generation of the Admissible Boundary of a Convex Polytope, Operations Research, Vol. 22, pp. 151–159, 1974.

    Google Scholar 

  3. Kuhn, H. W., andTucker, A. W.,Nonlinear Programming, Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, Edited by J. Neyman, University of California Press, Berkeley, 1950.

    Google Scholar 

  4. Geoffrion, A. M.,Solving Bicriterion Mathematical Programs, Operations Research, Vol. 15, pp. 39–54, 1967.

    Google Scholar 

  5. Geoffrion, A. M.,Proper Efficiency and the Theory of Vector Maximization, Journal of Mathematical Analysis and Applications, Vol. 22, pp. 618–630, 1968.

    Google Scholar 

  6. Yu, P. L.,Cone Convexity, Cone Extreme Points, and Nondominated Solutions in Decision Problems with Multiobjectives, Journal of Optimization Theory and Applications, Vol. 14, pp. 319–377, 1974.

    Google Scholar 

  7. Philip, J.,Algorithms for the Vector Maximization Problem, Mathematical Programming, Vol. 2, pp. 207–229, 1972.

    Google Scholar 

  8. Evans, J. P., andSteuer, R. E.,A Revised Simplex Method for Linear Multiple Objective Programs, Mathematical Programming, Vol. 5, pp. 54–72, 1973.

    Google Scholar 

  9. Ecker, J. G., andKouada, I. A.,Generating Maximal Efficient Faces for Multiple Objective Linear Programs, Université Catholique de Louvain, Discussion Paper No. 7617, 1976.

  10. Ecker, J. G., andKouada, I. A.,Finding All Efficient Extreme Points for Multiple Objective Linear Programs, Mathematical Programming, Vol. 14, pp. 249–261, 1978.

    Google Scholar 

  11. Bitran, G. R., andMagnanti, T. L.,The Structure of Admissible Points with Respect to Cone Dominance, Journal of Optimization Theory and Applications, Vol. 29, pp. 573–614, 1979.

    Google Scholar 

  12. Benson, H. P. Existence of Efficient Solutions for Vector Maximization Problems, Journal of Optimization Theory and Applications, Vol. 26, pp. 569–580, 1978.

    Google Scholar 

  13. Wendell, R. E., andLee, D. N.,Efficiency in Multiple Objective Optimization Problems, Mathematical Programming, Vol. 12, pp. 406–414, 1977.

    Google Scholar 

  14. Hartley, R.,On Cone-Efficiency, Cone-Convexity, and Cone-Compactness, SIAM Journal on Applied Mathematics, Vol. 34, pp. 211–222, 1978.

    Google Scholar 

  15. Borwein, J.,Proper Efficient Points for Maximizations with Respect to Cones, SIAM Journal on Control and Optimization, Vol. 15, pp. 57–63, 1977.

    Google Scholar 

  16. Tamura, K., andMiura, S.,On Linear Vector Maximization Problems, Journal of the Operations Research Society of Japan, Vol. 20, pp. 139–149, 1977.

    Google Scholar 

  17. Hazen, G. B., andMorin, T. L.,Existence Conditions and First-Order Conditions for Maximality in Nonconical Multiple Objective Optimization, Northwestern University, Department of Industrial Engineering and Management Sciences, 1981.

  18. Benson, H. P.,An Improved Definition of Proper Efficiency for Vector Maximization with Respect to Cones, Journal of Mathematical Analysis and Applications, Vol. 71, pp. 232–241, 1979.

    Google Scholar 

  19. Zeleny, M.,Linear Multiobjective Programming, Springer-Verlag, Berlin, Germany, 1974.

    Google Scholar 

  20. Yu, P. L., andZeleny, M.,The Set of All Nondominated Solutions in Linear Cases and a Multicriteria Simplex Method, Journal of Mathematical Analysis and Applications, Vol. 49, pp. 430–468, 1975.

    Google Scholar 

  21. Bitran, G. R.,Linear Multiple Objective Problems with Interval Coefficients, Management Science, Vol. 26, pp. 694–706, 1980.

    Google Scholar 

  22. Benson, H. P.,Optimization over the Efficient Set, University of Florida, Center for Econometrics and Decision Sciences, Report No. 35, 1981.

  23. Spivey, W. A., andThrall, R. M.,Linear Optimization, Holt, Rinehart, and Winston, New York, New York, 1970.

    Google Scholar 

  24. Evans, J. P., andSteuer, R. E.,Generating Efficient Extreme Points in Linear Multiple Objective Programming: Two Algorithms and Computing Experience, Multiple Criteria Decision Making, Edited by J. L. Cochrane and M. Zeleny, University of South Carolina Press, Columbia, South Carolina, 1973.

    Google Scholar 

  25. Rockafellar, R. T.,Convex Analysis, Princeton University Press, Princeton, New Jersey, 1970.

    Google Scholar 

  26. Isermann, H.,Proper Efficiency and the Linear Vector Maximum Problem, Operations Research, Vol. 22, pp. 189–190, 1974.

    Google Scholar 

  27. Dantzig, G. B.,Linear Programming and Extensions, Princeton University Press, Princeton, New Jersey, 1963.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Communicated by G. Leitmann

This research was supported, in part, by the Center for Econometrics and Decision Sciences, University of Florida, Gainesville, Florida.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Benson, H.P. Admissible points of a convex polyhedron. J Optim Theory Appl 38, 341–361 (1982). https://doi.org/10.1007/BF00935343

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00935343

Key Words

Navigation