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Analyzing Multi-Objective Linear and Mixed Integer Programs by Lagrange Multipliers

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dc.creator Ramakrishnan, V. S.
dc.creator Shapiro, Jeremy F., 1939-
dc.date 2004-05-28T19:33:39Z
dc.date 2004-05-28T19:33:39Z
dc.date 1991-08
dc.date.accessioned 2013-10-09T02:39:01Z
dc.date.available 2013-10-09T02:39:01Z
dc.date.issued 2013-10-09
dc.identifier http://hdl.handle.net/1721.1/5322
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/1721
dc.description A new method for multi-objective optimization of linear and mixed programs based on Lagrange multiplier methods is developed. The method resembles, but is distinct from, objective function weighting and goal programming methods. A subgradient optimization algorithm for selecting the multipliers is presented and analyzed. The method is illustrated by its application to a model for determining the weekly re-distribution of railroad cars from excess supply areas to excess demand areas, and to a model for balancing cost minimization against order completion requirements for a dynamic lot size model.
dc.format 1442328 bytes
dc.format application/pdf
dc.language en_US
dc.publisher Massachusetts Institute of Technology, Operations Research Center
dc.relation Operations Research Center Working Paper;OR 258-91
dc.subject Programming: linear and integer, multiple criteria, relaxation/subgradient.
dc.title Analyzing Multi-Objective Linear and Mixed Integer Programs by Lagrange Multipliers
dc.type Working Paper


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