Multiple objective linear programming over the probability simplex

Autor:	Mifrani, Anas
Rok vydání:	2024
Předmět:	Mathematics - Optimization and Control 90C29 90C05
Druh dokumentu:	Working Paper
Popis:	This paper considers the problem of maximizing multiple linear functions over the probability simplex. A classification of feasible points is indicated. A necessary and sufficient condition for a member of each class to be an efficient solution is stated. This characterization yields a computational procedure for ascertaining whether a feasible point is efficient. The procedure does not require that candidates for efficiency be extreme points. An illustration of the procedure is offered.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2412.19598 Zobrazit plný text záznamu View this record from Arxiv