Multi-objective linear programming: Difference between revisions

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== Solution methods ==
 
Multiobjective variants of the simplex algorithm are used to compute decision set based solutions<ref name="EckerKouada1978"></ref><ref name="EckerHegner1980"></ref>.
 
Objective set based solutions can be obtained by Benson's algorithm <ref>name=Benson1998</ref>.
 
== Related problem classes ==
 
* [[Benson's algorithm]] for ''linear'' vector optimization problems<ref name="Löhne2011"></ref>
 
== Relation to multi-objective optimization ==
Any multi-objective optimization problem can be written as
:<math>\mathbb{R}^d_+\operatorname{-}\min_{x \in M} f(x)</math>
where <math>f: X \to \mathbb{R}^d</math> and <math>\mathbb{R}^d_+</math> is the non-negative [[orthant]] of <math>\mathbb{R}^d</math>. Thus the minimizer of this vector optimization problem are the [[Pareto efficient]] points.
 
== References ==