The Adaptive Parameter Control Method and Linear Vector Optimization
https://doi.org/10.1007/s10013-015-0144-0Publisher, magazine: ,
Publication year: 2015
Lưu Trích dẫn Chia sẻAbstract
The question of constructing a set of equidistant points, with a given small approximate distance, in the efficient and weakly efficient frontiers of a linear vector optimization problem of a general form, is considered in this paper. It is shown that the question can be solved by combining Pascoletti–Serafini’s scalarization method (1984) and Eichfelder’s adaptive parameter control method (2009) with a sensitivity analysis formula in linear programming, which was obtained by J. Gauvin (2001). Our investigation shows that one can avoid the strong second-order sufficient condition used by G. Eichfelder, which cannot be imposed on linear vector optimization problems.
Tags: Vector optimization; Linear vector optimization; Pascoletti–Serafini’s scalarization method; Eichfelder’s adaptive parameter control method; Sensitivity analysis in linear programming.
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