Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Improved ε-Constraint Method for Multiobjective Programming
AU - Ehrgott, M.
AU - Ruzika, S.
PY - 2008/9/1
Y1 - 2008/9/1
N2 - In this paper, we revisit one of the most important scalarization techniques used in multiobjective programming, the ε-constraint method. We summarize the method and point out some weaknesses, namely the lack of easy-to-check conditions for properly efficient solutions and the inflexibility of the constraints. We present two modifications that address these weaknesses by first including slack variables in the formulation and second elasticizing the constraints and including surplus variables. We prove results on (weakly, properly) efficient solutions. The improved ε-constraint method that we propose combines both modifications.
AB - In this paper, we revisit one of the most important scalarization techniques used in multiobjective programming, the ε-constraint method. We summarize the method and point out some weaknesses, namely the lack of easy-to-check conditions for properly efficient solutions and the inflexibility of the constraints. We present two modifications that address these weaknesses by first including slack variables in the formulation and second elasticizing the constraints and including surplus variables. We prove results on (weakly, properly) efficient solutions. The improved ε-constraint method that we propose combines both modifications.
KW - Multiobjective programming
KW - Scalarization
KW - ε-Constraint method
KW - Properly efficient solutions
U2 - 10.1007/s10957-008-9394-2
DO - 10.1007/s10957-008-9394-2
M3 - Journal article
VL - 138
SP - 375
EP - 396
JO - Journal of Optimization Theory and Applications
JF - Journal of Optimization Theory and Applications
SN - 0022-3239
IS - 3
ER -