A modified version of Generalized Programming is presented for solving convex programming problems. The procedure uses convenient linear approximations of the gradient of the dual in order to ...
A new efficient system of representing the decision-maker's preference structure in solving multicriteria integer programming problems is developed. The problem is solved by an interactive ...
Acceptability pricing is formulated, for the dual problem, as a disciplined convex program solvable by the software CVXOPT. Forward starting options are used to illustrate the procedures for ...