An Algorithmic Package for the Resolution and Analysis of Convex Multiple Objective Problems
• Generation of efficient solutions: both the weighting and the constraint method are developed, through an automatic generation of weights in the former, and of bounds in the latter.
• Goal Programming: We include two versions of the traditional lexicographic algorithms, adapted to the convex case under study, and we also allow the possibility to generate the set of solutions which are satisfying and efficient at the same time. Finally, we also cany out a post-optimal analysis on the target values, so as to find whether they can be improved or not. This analysis, which takes the form of an interactive method, can even lead to an efficient, as well as satisfying, solution for the original problem.
Some computational results are presented, which show the behaviour of the algorithms, in terms of C.P.U. time, on some test problems with different number of variables and constraints. These algorithms have been implemented in FORTRAN language, on a VAX 8530 computer, and with the aid of the NAG subroutine library, mark 15.
KeywordsEfficient Solution Goal Program Deviation Variable Priority Level Constraint Problem
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