Duality Based Characterizations of Efficient Facets
Name
OR-092-79.pdf
Size
1.18 MB
Format
Adobe PDF
Checksum (MD5)
8f3c82e7973b6fe76c411986401f425c
Author(s)
Bitran, Gabriel R.
Magnanti, Thomas L.
Date Issued
October 1979
Publisher
Massachusetts Institute of Technology, Operations Research Center
Series/Report no.
Operations Research Center Working Paper;OR 092-79
Abstract
Most practical applications of multicriteria decision making can be formulated in terms of efficient points determined by preference cones with polyhedral closure. Using linear approximations and duality from mathematical programming, we characterize a family of supporting hyperplanes that define the efficient facets of a set of alternatives with respect to such preference cones. We show that a subset of these hyperplanes generate maximal efficient facets. These characterizations permit us to devise a new algorithm for generating all maximal efficient facets of multicriteria optimization problems with polyhedral structure.
MIT Department
Massachusetts Institute of Technology. Operations Research Center
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