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

Author(s)
Ramakrishnan, V. S.; Shapiro, Jeremy F., 1939-
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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.
Date issued
1991-08
URI
http://hdl.handle.net/1721.1/5322
Publisher
Massachusetts Institute of Technology, Operations Research Center
Series/Report no.
Operations Research Center Working Paper;OR 258-91
Keywords
Programming: linear and integer, multiple criteria, relaxation/subgradient.

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