Abstract
Suppose that a manager has identified a problem that can be formulated as a traditional linear programming problem with one added complication — the decision being modeled must be judged on the basis of more than one criterion. Now let Z1(x), Z2(x), ..., Zh(x), ..., Zk(x) model the criteria as linear objective functions, g(x) be a set of linear constraints and restrict all x to be nonnegative. For ease of explanation let’s further suppose that the manager can reduce the set of criteria down to three, k = 3, and that the objective functions can be specified with certainty.
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© 1992 Springer Science+Business Media New York
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Ringuest, J.L. (1992). Linear Goal Programming. In: Multiobjective Optimization: Behavioral and Computational Considerations. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-3612-3_2
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DOI: https://doi.org/10.1007/978-1-4615-3612-3_2
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