A new method for multi-objective optimization of linear and mixed programs based on Lagrange multiplier methods is developed. The method resembles, but is distinct from, objective function weighting and goal programming methods. A subgradient optimization algorithm for selecting the multipliers is presented and analyzed. The method is illustrated by its application to a model for determining the weekly re-distribution of railroad cars from excess supply areas to excess demand areas, and to a model for balancing cost minimization against order completion requirements for a dynamic lot size model.
| Identifer | oai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/5322 |
| Date | 08 1900 |
| Creators | Ramakrishnan, V. S., Shapiro, Jeremy F., 1939- |
| Publisher | Massachusetts Institute of Technology, Operations Research Center |
| Source Sets | M.I.T. Theses and Dissertation |
| Language | en_US |
| Detected Language | English |
| Type | Working Paper |
| Format | 1442328 bytes, application/pdf |
| Relation | Operations Research Center Working Paper;OR 258-91 |
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