Abstract
An interactive multiple goal programming method employing the ellipsoidal algorithm is described. As is the case for single objective programming, the ellipsoidal method improves the worst case behavior but not the average case behavior of multiple objective programming methods. However, the ellipsoidal method offers a simple and straightforward approach to calculate upper and lower bounds on any goal variable that is considered to be relevant by the decision-maker. Furthermore, under some mild assumptions, the described method can be shown to be polynomially bounded. This quite naturally raises the question of the performance of multiple objective programming methods in terms of theoretical complexity.
Nato Science Fellow for the Netherlands Organization for the Advancement of Pure Research (ZWO).
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© 1981 Springer-Verlag Berlin Heidelberg
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Spronk, J., Teigen, J. (1981). An Ellipsoidal Interactive Multiple Goal Programming Method. In: Morse, J.N. (eds) Organizations: Multiple Agents with Multiple Criteria. Lecture Notes in Economics and Mathematical Systems, vol 190. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45527-8_31
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DOI: https://doi.org/10.1007/978-3-642-45527-8_31
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