Effective Solution of Non-Convex Multi-Objective Ratio Goals Problems.

Abstract

Multiple ratio goals often occur in equity considerations and imply non-linear non-convex programming problems. Charnes and Cooper's solution of such a class by a sequence of linear programs is herein implemented by an effective computational method applicable to a larger class of non-linear non-convex problems. An analytical prescription of the recursion to preserve feasibility of the last basic solution is derived. A new usage of the fast re-inversion routine of current LP codes to obtain the modified basis inverse is developed together with the further subroutines of the Opposite Sign Algorithm of Charnes and Kortanek (1963) or a negative image scheme whenever the old basic solution is not basic feasible for the modified problem. An illustration in terms of funding of State colleges in Texas is provided. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1980
Accession Number
ADA095026

Entities

People

  • Abraham Charnes
  • C. Haksever
  • R. Armstrong
  • William W. Cooper

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Convex Programming
  • Engineering
  • Evolutionary Algorithms
  • Interdisciplinary Science
  • Linear Programming
  • Mathematical Programming
  • Nonconvex Programming
  • Operations Research
  • Simplex Method
  • Systems Engineering
  • Systems Science

Fields of Study

  • Mathematics

Readers

  • Operations Research