| Files: | Description | File size | Format | Browse |
| Fulltext | 0.39 MB | PDF (requires Acrobat Reader) | Previous | Next |
| | |
| Authors: | 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 |
| Publication title: | Cutting Plane Methods in Decision Analysis |
| Conference: | Nordic MPS 2004. The Ninth Meeting of the Nordic Section of the Mathematical Programming Society |
| Publication type: | Abstract and Fulltext |
| Issue: | 014 |
| Article No.: | 002 |
| Abstract: | 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. |
| Language: | English |
| Year: | 2004 |
| No. of pages: | 14 |
| Pages: | 23-36 |
| Series: | Linköping Electronic Conference Proceedings |
| ISSN (print): | 1650-3686 |
| ISSN (online): | 1650-3740 |
| File: | http://www.ep.liu.se/ecp/014/002/ecp014002.pdf |
| Available: | 2004-12-28 |
| Publisher: | Linköping University Electronic Press, Linköpings universitet |
|
| REFERENCE TO THIS PAGE |
Ph.D., Lic. Theses
