Cutting plane method in decision analysis

Ding, XiaosongMittuniversitetet,Institutionen för informationsteknologi och medier (-2013),FSCN - Fibre Science and Communication Network (författare)

Several computational decision analysis approaches have been developed over a number of years for solving decision problems when vague and numerically imprecise information prevails. However, the evaluation phases in the DELTA method and similar methods often give rise to special bilinear programming problems, which are time-consuming to solve in an interactive environment with general nonlinear programming solvers. This paper proposes a linear programming based global optimization algorithm that combines the cutting plane method together with the lower bound information for solving this type of problems. The central theme is to identify the global optimum as early as possible in order to save additional computational efforts.

Al-Khayya, Faiz (författare)
MittuniversitetetInstitutionen för informationsteknologi och medier (-2013) (creator_code:org_t)

Ingår i:Proceedings of the Ninth Meeting of the Nordic Section of the Mathematical Programming Society, October 22–23, 2004, Linköpings universitet, Norrköping, Sweden

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