作　　者： ; ;

机构地区： 深圳大学计算机科学与技术软件工程系

出　　处： 《深圳大学学报（理工版）》 1993年第3期47-53,共7页

摘　　要： 源于支付矩阵的最小值常被认为是多目标线性规划(MOLP)问题中有效集上真实最小值的一个“合理”近似,实际两者之间的差距常常是相当大的,为此,提出了一种确定有效集上真实最小值的精确罚函数法,并给出了相应的数值实例。 Minimum criterion values from payoff matrix are often integrated into a number of Multiple Objective Linear Programming (MOLP) problems. These values are usually considered as reasonably accurate estimates of the minimum criterion values over the efficient set that characterize the range of the criterion values over this set. However, the discrepancy between the minimum from the payoff matrix and the minimum over the efficient set can often be large. In this paper, a new exact penalty method is developed to determine the minimum criterion values over the efficient set. A numerical example with three criteria is presented and solved using this method.

关 键 词： 线性规划 多目标规划 最小值

领　　域： [理学] [理学]