Cutting plane method in decision analysis

• 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.

Ämnesord

NATURVETENSKAP  -- Data- och informationsvetenskap -- Datavetenskap (hsv//swe)

NATURAL SCIENCES  -- Computer and Information Sciences -- Computer Sciences (hsv//eng)

Nyckelord

cutting plane

lower bound

global optimization

Computer science

Datavetenskap

Publikations- och innehållstyp

vet (ämneskategori)

kon (ämneskategori)