Generalized goal programming: polynomial methods and applications

In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations with respect to targets. In particular, classical Linear Goal Programming problems, as well as several models in Location...

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Bibliographic Details
Authors: Carrizosa Priego, Emilio José, Fliege, Jörg
Format: article
Status:Versión enviada para evaluación y publicación
Publication Date:2002
Country:España
Institution:Universidad de Sevilla (US)
Repository:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/44835
Online Access:http://hdl.handle.net/11441/44835
https://doi.org/10.1007/s10107-002-0303-4
Access Level:Open access
Keyword:Goal programming
Closest points
Interior point methods
Location
Regression
Description
Summary:In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations with respect to targets. In particular, classical Linear Goal Programming problems, as well as several models in Location and Regression Analysis are modeled within this framework. In spite of its generality, this problem can be analyzed from a geometrical and a computational viewpoint, and a unified solution methodology can be given. Indeed, a dual is derived, enabling us to describe the set of optimal solutions geometrically. Moreover, Interior-Point methods are described which yield an ε-optimal solution in polynomial time.