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Ellipsoidal distance and efficient points. An interactive method. (Spanish. English summary) Zbl 0647.90091

In the multiobjective programming problems, the idea of proximity of the efficient solutions to the ideal point can be taken as a basis for an interactive algorithmic scheme. For this reason we study the poperties relating ellipsoidal distance and the generation of efficient points to auxiliary problems in which such distances between the feasible region and the ideal point are minimized. These properties are used to build a convergent interactive algorithm.

MSC:

90C31 Sensitivity, stability, parametric optimization
90B50 Management decision making, including multiple objectives
65K05 Numerical mathematical programming methods
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