Accession Number:

AD0642822

Title:

MULTI OBJECTIVE LINEAR PROGRAMMING

Descriptive Note:

Research rept.

Corporate Author:

CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Personal Author(s):

Report Date:

1966-11-01

Pagination or Media Count:

37.0

Abstract:

A linear program is considered with several objective functions. The traditional approach has been either to trade off by weighting each function, or if a trade off vector cannot be provided to ignore all but the most significant. The author is interested in classes of programs whose members possess some common characteristics. Examples are sequences of production, refining, inventory problems over time at one installation. If sufficient conditions exist an estimate of a trade-off vector can be made. This estimate improves over the sequence. A set X exists which contains the solutions obtained by optimizing with respect to all nonnegative combinations of objective functions. A decision maker is not indifferent to these solutions but can characterize preferred solutions. A method is presented whereby he can direct a finite sequence of solutions over X towards a preferred solution. As the estimate of the trade-off vector improves, the expected length of the sequence diminishes, and the efficiency of solution increases.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE