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Practical Multi-objective Programming

Isaac Siwale (ike_siwale***at***hotmail.com)

Abstract: This paper is on practical solutions to the multi-objective optimization problem; it advocates for single-point solutions either of the Nash equilibrium or the Tchebycheff compromise type, depending on whether one can reasonably ascribe competition or cooperation to the problem at hand. A transform method that greatly simplifies implementation of the compromise solution is presented and shown to be effective. The exposition is largely couched in game-theoretic terms, and with reference to an evolutionary multi-objective solver called GENO. The paper includes five numerical examples that illustrate the ideas and issues discussed.

Keywords: Multi-objective Programming, Game Theory, Compromise Solution, Nash Equilibria, Evolutionary Algorithms, Linear and Nonlinear Simultaneous Equations.

Category 1: Applications -- OR and Management Sciences

Citation: Siwale, I. (2013). Practical multi-objective programming. Technical Report No. RD-14-2013, London: Apex Research Ltd

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Entry Submitted: 05/01/2013
Entry Accepted: 05/01/2013
Entry Last Modified: 01/17/2017

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