Premium
Some results concerning the quality of vertex solutions found by a method for multiple‐objective linear programming
Author(s) -
Breslawski Steven T.,
Zionts Stanley
Publication year - 1992
Publication title -
journal of multi‐criteria decision analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.462
H-Index - 47
eISSN - 1099-1360
pISSN - 1057-9214
DOI - 10.1002/mcda.4020010304
Subject(s) - closeness , polyhedron , linear programming , extreme point , mathematical optimization , vertex (graph theory) , measure (data warehouse) , context (archaeology) , computer science , quality (philosophy) , point (geometry) , mathematics , space (punctuation) , local optimum , algorithm , theoretical computer science , data mining , graph , combinatorics , mathematical analysis , paleontology , philosophy , geometry , epistemology , biology , operating system
The Zionts‐Wallenius algorithm for multiple‐objective linear programming terminates with an extreme point solution that is locally but not necessary globally optimal. To find the globally optimal solution, a search along the facets of the solution space polyhedron may be required. In this paper we report the results of an experiment to determine how close the local and global optima are. We discuss the concept of closeness and propose one measure. Computer simulation is used to determine, in general, the quality of the solution found by the Zionts‐Wallenius method for two types of non‐linear utility functions. The merits of a search procedure are discussed in the context of the results.