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An Augmented Lagrangian Scalarization for Multiple Objective Programming

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Advances in Multiple Objective and Goal Programming

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 455))

Abstract

The multiple objective program (MOP) is related to its ε-constraint single-objective counterpart for which an augmented Lagrangian is developed. The resulting scalarization generates qk-approachable points that are identified as locally efficient and/or efficient points of the MOP. An illustrative example is enclosed.

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© 1997 Springer-Verlag Berlin Heidelberg

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TenHuisen, M.L., Wiecek, M.M. (1997). An Augmented Lagrangian Scalarization for Multiple Objective Programming. In: Caballero, R., Ruiz, F., Steuer, R. (eds) Advances in Multiple Objective and Goal Programming. Lecture Notes in Economics and Mathematical Systems, vol 455. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46854-4_16

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  • DOI: https://doi.org/10.1007/978-3-642-46854-4_16

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-63599-4

  • Online ISBN: 978-3-642-46854-4

  • eBook Packages: Springer Book Archive

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