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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Mathematical Program...arrow_drop_down
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Mathematical Programming
Article . 1985 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1985
Data sources: zbMATH Open
DBLP
Article . 1985
Data sources: DBLP
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Vector maximisation and lagrange multipliers

Vector maximization and Lagrange multipliers
Authors: Douglas J. White;

Vector maximisation and lagrange multipliers

Abstract

This paper deals with the characterization of the efficient set of a set \(Z\subseteq {\mathbb{R}}^ n\), further constrained by constraints \(g_ k(x)\leq 0\), \(1\leq k\leq p\), with respect to a multiple objective vector function \(f: {\mathbb{R}}^ n\to {\mathbb{R}}^ m\). This characterization is obtained by extending the usual scalar Lagrangean function to a vector Lagrangean function \(f_{\mu}=f-\mu g\), with \(\mu \in {\mathbb{R}}^ p\), \(\mu\geq 0\). If \(X=\{x\in Z:\) \(g_ k(x)\leq 0\), \(1\leq k\leq p\}\), the paper looks at the relationships between E(X,f) and \(E(Z,f_{\mu})\), where these sets are, respectively, the efficient sets of X with respect to f and of Z with respect to \(f_{\mu}.\) The first part of the paper deals with some elementary vector saddle point results. The middle part of the paper deals with four theorems producing similar results but under different analytic conditions on the functions f, g. Corollary 3 for example derives the following complete characterization of E(X,f). \(E(x,f)=\cup \{E^ 0(Z,f_{\mu}):\) \(\mu \in {\mathbb{R}}^ p\), \(\mu\geq 0\}\) where \(E^ 0(Z,f_{\mu})=\{x\in E(Z,f_{\mu}):\) \(\mu g(x)=0\}^ i.\)e. those members of \(E(Z,f_{\mu})\) which satisfy the complementary slackness condition. (Note that in Lemma 3, h should have been defined as \(h=(f,-g)).\) The final part deals with vector Lagrangean relaxation, and extends Everett's scalar Lagrangrean relaxation method to give the following result: \(E(Z,f_{\mu})=\cup \{E(X_ y,f):\) \(y\in E(Z,f_{\mu})\) for all \(\mu \in {\mathbb{R}}^ P\) and \(\mu\geq 0\}\) where \(X_ y=\{x\in Z:\) g(x)\(\leq g(y)\}\).

Related Organizations
Keywords

vector saddle point results, Management decision making, including multiple objectives, characterization of the efficient set, vector Lagrangean function, Sensitivity, stability, parametric optimization, vector Lagrangean relaxation, complementary slackness

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
18
Average
Top 10%
Top 10%
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