多目标决策的中心方法之统一探讨  

A Unified Approach to Method of Centers for Multiobjective Decision Making

作　　者：施保昌[1] 陈珽[1] 祝世京[1] 

机构地区：[1]华中理工大学教学系,武汉430074

出　　处：《数学物理学报（A辑）》1997年第S1期15-22,共8页Acta Mathematica Scientia

基　　金：国家自然科学基金

摘　　要：该文从统一的角度研究了多目标决策的中心方法的结构及其收敛性质．提出了形式一般的、可采用三种曲线搜索规则的中心方法之算法模型并在很弱的条件下证明了其全局收敛性以此为基础．讨论了模型中的搜索方向等参量的取法，给出了两类可实现的算法．该文结果统一和推广了已有的单（多）目标决策的中心方法．数值结果表明该算法是有效的．This paper studies the structure and convergence of method of centers for solving multiobjective decision making problems. A general algorithm model is presented, in which three curvilinear search rules can be used. Under mild conditions the globalconvergence of the model is proved. On the basis the selection of search directions and other parameters in the model is discussed and two complementable algorithms are given. The results in the paper unify and extend the existing those on method of centers for single/ multiobjective decision making. Numerical test indicates the effectiveness of the algorithm presented.

关 键 词：多目标决策 中心方法 统一探讨 全局收敛性 数值分析 

分 类 号：C934[经济管理—管理学]