Analytic efficient solution set for multi-criteria quadratic programs

We present active set methods to evaluate the exact analytic efficient solution set for multi-criteria convex quadratic programming problems (MCQP) subject to linear constraints. The idea is based on the observations that a strictly convex programming problem admits a unique solution, and that the e...

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Veröffentlicht in:	European journal of operational research Jg. 92; H. 1; S. 166 - 181
Hauptverfasser:	Goh, C.J., Yang, X.Q.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Amsterdam Elsevier B.V 05.07.1996 Elsevier Elsevier Sequoia S.A
Schriftenreihe:	European Journal of Operational Research
Schlagworte:	Active set methods Analytic solution Efficiency Mathematical programming Multiple criteria Operations research Quadratic programming Studies Multiple criteria Analytic solution Quadratic programming Active set methods
ISSN:	0377-2217, 1872-6860
Online-Zugang:	Volltext
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