Disjoint Multi-linear Optimization in Imprecise Decision Analysis
This paper presents a global optimization algorithm for handling disjoint multi-linear optimization programs arising in computational decision analysis when imprecise information prevails. We make use of an existing cutting plane method, namely, the polar cut, and the disjoint structural property to develop a new approach that is different from the traditional class of branch and bound methods.
Xiaosong Ding Jihong Zhang
School of International Business, Beijing Foreign Studies University 100089, Beijing, Peoples Republic of China
国际会议
The Seventh International Symposium(ISORA08)(第七届国际效力研究及其应用学术会议)
云南丽江
英文
451-456
2008-10-31（万方平台首次上网日期，不代表论文的发表时间）