Article | Nordic MPS 2004. The Ninth Meeting of the Nordic Section of the Mathematical Programming Society | Cutting Plane Methods in Decision Analysis

Title:
Cutting Plane Methods in Decision Analysis
Author:
Xiaosong Ding: Department of Information Technology and Media, Mid-Sweden University, Sweden Faiz Al-Khayyal: School of Industrial and Systems Engineering, Georgia Institute of Technology, USA
Download:
Full text (pdf)
Year:
2004
Conference:
Nordic MPS 2004. The Ninth Meeting of the Nordic Section of the Mathematical Programming Society
Issue:
014
Article no.:
002
Pages:
23-36
No. of pages:
14
Publication type:
Abstract and Fulltext
Published:
2004-12-28
Series:
Linköping Electronic Conference Proceedings
ISSN (print):
1650-3686
ISSN (online):
1650-3740
Publisher:
Linköping University Electronic Press; Linköpings universitet


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Several computational decision analysis approaches have been developed over a number of years for solving decision problems when vague and numerically imprecise information prevails. However; the evaluation phases in the DELTA method and similar methods often give rise to special bilinear programming problems; which are time-consuming to solve in an interactive environment with general nonlinear programming solvers. This paper proposes a linear programming based global optimization algorithm that combines the cutting plane method together with the lower bound information for solving this type of problems. The central theme is to identify the global optimum as early as possible in order to save additional computational efforts.

Nordic MPS 2004. The Ninth Meeting of the Nordic Section of the Mathematical Programming Society

Author:
Xiaosong Ding, Faiz Al-Khayyal
Title:
Cutting Plane Methods in Decision Analysis
References:

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Nordic MPS 2004. The Ninth Meeting of the Nordic Section of the Mathematical Programming Society

Author:
Xiaosong Ding, Faiz Al-Khayyal
Title:
Cutting Plane Methods in Decision Analysis
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