Multiple objective linear programming over the probability simplex
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Accesso online: | |
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| _version_ | 1866915081333243904 |
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| author | Mifrani, Anas |
| author_facet | Mifrani, Anas |
| contents | This paper considers the problem of maximizing multiple linear functions over the probability simplex. A classification of feasible points is indicated. A necessary and sufficient condition for a member of each class to be an efficient solution is stated. This characterization yields a computational procedure for ascertaining whether a feasible point is efficient. The procedure does not require that candidates for efficiency be extreme points. An illustration of the procedure is offered. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_19598 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Multiple objective linear programming over the probability simplex Mifrani, Anas Optimization and Control 90C29, 90C05 This paper considers the problem of maximizing multiple linear functions over the probability simplex. A classification of feasible points is indicated. A necessary and sufficient condition for a member of each class to be an efficient solution is stated. This characterization yields a computational procedure for ascertaining whether a feasible point is efficient. The procedure does not require that candidates for efficiency be extreme points. An illustration of the procedure is offered. |
| title | Multiple objective linear programming over the probability simplex |
| topic | Optimization and Control 90C29, 90C05 |
| url | https://arxiv.org/abs/2412.19598 |