Piecewise quadratic approximation of the non-dominated set for bi-criteria programs (2001)
| Venue: | Journal of Multi-Criteria Decision Analysis |
| Citations: | 1 - 0 self |
BibTeX
@ARTICLE{Wiecek01piecewisequadratic,
author = {Margaret M. Wiecek and Wei Chen and Jinhuan Zhang},
title = {Piecewise quadratic approximation of the non-dominated set for bi-criteria programs},
journal = {Journal of Multi-Criteria Decision Analysis},
year = {2001},
volume = {10},
pages = {35--47}
}
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Abstract
A procedure to approximate the nondominated set for general (continuous) bi-criteria programs is proposed. The piecewise approximation is composed of quadratic curves, each of which is developed locally in a neighborhood of a nondominated point of interest and based on primal-dual relationships associated with the weighted-Tchebycheff scalarization of the original problem. The approximating quadratic functions, in which decision maker’s preferences are represented, give a closed-form description of the nondominated set. A numerical example is included.
