Article
Generalized goal programming: polynomial methods and applications
Author/s | Carrizosa Priego, Emilio José
Fliege, Jörg |
Department | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Publication Date | 2002-12 |
Deposit Date | 2016-09-08 |
Published in |
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Abstract | In this paper we address a general Goal Programming problem with linear
objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations with respect to targets. In particular, ... In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations with respect to targets. In particular, classical Linear Goal Programming problems, as well as several models in Location and Regression Analysis are modeled within this framework. In spite of its generality, this problem can be analyzed from a geometrical and a computational viewpoint, and a unified solution methodology can be given. Indeed, a dual is derived, enabling us to describe the set of optimal solutions geometrically. Moreover, Interior-Point methods are described which yield an ε-optimal solution in polynomial time. |
Funding agencies | Dirección General de Enseñanza Superior. España Deutsche Forschungsgemeinschaft / German Research Foundation (DFG) |
Project ID. | PB96-1416-C02-02 |
Citation | Carrizosa Priego, E.J. y Fliege, J. (2002). Generalized goal programming: polynomial methods and applications. Mathematical Programming, 93 (2), 281-303. |
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