Piecewise Quadratic Approximation of the Nondominated Set for Bi-Criteria Programs
نویسندگان
چکیده
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.
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