English, Article edition: Tradeoff-based decomposition and decision-making in multiobjective programming Engau, Alexander

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/10452
Physical Description
  • article
Language
  • English

Edition details

Title
  • Tradeoff-based decomposition and decision-making in multiobjective programming
Author
  • Engau, Alexander
Physical Description
  • article
Notes
  • To facilitate the evaluation of tradeoffs and the articulation of preferences in multiple criteria decision-making, a multiobjective decomposition scheme is proposed that restructures the original problem as a collection of smaller-sized subproblems with only subsets of the original criteria. A priori preferences on objective tradeoffs are integrated into this process by modifying the ordinary Pareto order by more general domination cones, and decision makers are supported by an interactive decision-making procedure to coordinate any remaining tradeoffs using concepts of approximate efficiency. A theoretical foundation for this method is provided, and an illustrative application to multiobjective portfolio optimization is described in detail.
  • Multiobjective programming Multicriteria decision-making Preferences Tradeoffs Decomposition Domination cones Approximate efficiency Portfolio optimization
  • RePEc:eee:ejores:v:199:y:2009:i:3:p:883-891
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment