Analyzing Multi-Objective Linear and Mixed Integer Programs by Lagrange Multipliers
Name
OR-258-91.pdf
Size
1.38 MB
Format
Adobe PDF
Checksum (MD5)
08379c27c621132383d57e78ebc1b040
Author(s)
Ramakrishnan, V. S.
Shapiro, Jeremy F., 1939-
Date Issued
August 1991
Publisher
Massachusetts Institute of Technology, Operations Research Center
Series/Report no.
Operations Research Center Working Paper;OR 258-91
Abstract
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.
Subjects
Programming: linear and integer, multiple criteria, relaxation/subgradient.
MIT Department
Massachusetts Institute of Technology. Operations Research Center
Persistent DSpace Link
