Improved ε-Constraint Method for Multiobjective Programming

Ehrgott, M. and Ruzika, S. (2008) Improved ε-Constraint Method for Multiobjective Programming. Journal of Optimization Theory and Applications, 138 (3). pp. 375-396. ISSN 0022-3239

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Abstract

In this paper, we revisit one of the most important scalarization techniques used in multiobjective programming, the ε-constraint method. We summarize the method and point out some weaknesses, namely the lack of easy-to-check conditions for properly efficient solutions and the inflexibility of the constraints. We present two modifications that address these weaknesses by first including slack variables in the formulation and second elasticizing the constraints and including surplus variables. We prove results on (weakly, properly) efficient solutions. The improved ε-constraint method that we propose combines both modifications.

Item Type:
Journal Article
Journal or Publication Title:
Journal of Optimization Theory and Applications
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2606
Subjects:
?? multiobjective programming scalarization ε-constraint method properly efficient solutionscontrol and optimizationmanagement science and operations researchapplied mathematics ??
ID Code:
64493
Deposited By:
Deposited On:
14 May 2013 08:34
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 13:55