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Multi-choice goal programming formulation based on the conic scalarizing function. (English) Zbl 1243.90207

Summary: The multi-choice goal programming allows the decision maker to set multi-choice aspiration levels for each goal to avoid underestimation of the decision. In this paper, we propose an alternative multi-choice goal programming formulation based on the conic scalarizing function with three contributions: (1) the alternative formulation allows the decision maker to set multi-choice aspiration levels for each goal to obtain an efficient solution in the global region, (2) the proposed formulation reduces auxiliary constraints and additional variables, and (3) the proposed model guarantees to obtain a properly efficient (in the sense of Benson) point. Finally, to demonstrate the usefulness of the proposed formulation, illustrative examples and test problems are included.

MSC:

90C29 Multi-objective and goal programming

Software:

LINDO; LINGO
Full Text: DOI

References:

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