Title
Augmented Lagrangian and Tchebycheff Approaches in Multiple Objective Programming
Abstract
Relationships between the Tchebycheff scalarization and the augmented Lagrange multiplier technique are examined in the framework of general multiple objective programs (MOPs). It is shown that under certain conditions the Tchebycheff method can be represented as a quadratic weighted-sums scalarization of the MOP, that is, given weight values in the former, the coefficients of the latter can be found so that the same efficient point is selected. Analysis for concave and linear MOPs is included. Resulting applications in multiple criteria decision making are also discussed.
Year
DOI
Venue
1999
10.1023/A:1008314306344
Journal of Global Optimization
Keywords
Field
DocType
Augmented Lagrangian,Efficient solutions,Multiple objective programs,Tchebycheff scalarization
Mathematical optimization,Multiple criteria,Mathematical analysis,Quadratic equation,Augmented Lagrangian method,Multiple objective programming,Augmented lagrange multiplier,Mathematics
Journal
Volume
Issue
ISSN
14
3
1573-2916
Citations 
PageRank 
References 
6
0.62
7
Authors
2
Name
Order
Citations
PageRank
Jørgen Tind114922.29
Margaret M. Wiecek221322.90