EPSILON-OPTIMALITY FOR BICRITERIA PROGRAMS AND ITS APPLICATION TO MINIMUM COST FLOWS

被引:33
作者
RUHE, G [1 ]
FRUHWIRTH, B [1 ]
机构
[1] GRAZ TECH UNIV,INST MATH B,A-8010 GRAZ,AUSTRIA
关键词
ε-optimality; AMS Subject Classifications: 90B50; 90C35; 65K05; approximation algorithms; Multicriteria programming; network flows;
D O I
10.1007/BF02247962
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
A subset S⊂X of feasible solutions of a multicriteria optimization problem is called ε-optimal w.r.t. a vector-valued function f:X→Y {Mathematical expression}ℝK if for all x∈X there is a solution zx∈S so that fk(zx)≤(1+ε)fk(x) for all k=1,..., K. For a given accuracy ε>0, a pseudopolynomial approximation algorithm for bicriteria linear programming using the lower and upper approximation of the optimal value function is given. Numerical results for the bicriteria minimum cost flow problem on NETGEN-generated examples are presented. © 1990 Springer-Verlag.
引用
收藏
页码:21 / 34
页数:14
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