arXiv Open Access 2024

Multiple objective linear programming over the probability simplex

Anas Mifrani

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Abstrak

This paper considers the problem of maximizing multiple linear functions over the probability simplex. A classification of feasible points is indicated. A necessary and sufficient condition for a member of each class to be an efficient solution is stated. This characterization yields a computational procedure for ascertaining whether a feasible point is efficient. The procedure does not require that candidates for efficiency be extreme points. An illustration of the procedure is offered.

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math.OC

Penulis (1)

Anas Mifrani

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APA MLA BibTeX

Mifrani, A. (2024). Multiple objective linear programming over the probability simplex. https://arxiv.org/abs/2412.19598

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Informasi Jurnal

Tahun Terbit: 2024
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓