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The lecture is scheduled on Tuesday at 10:40 in the corridor of KAM on the 3rd floor.
Done:
27.2. | Introduction and motivation. Efficient and proper efficient solutions. Scalarization and relation to (proper) efficient solution set. |
6.3. | Convex multiobjective optimization: relation between (proper) efficient solutions and optimal solutions of scalarizations (Geoffrion theorem). Karush-Kuhn-Tucker optimality conditions for multiobjective problems: necessary conditions and sufficient conditions. |
13.3. | Multiobjective linear programming: test of efficiency of a feasible point (Charnes & Cooper), characterization of efficient solutions via scalarization (Isermann), topology of the efficient solution set. |
20.3. | Multiobjective linear programming and relation to parametric programming. Methods of type III.: Geoffrion method, STEM, algorithms of dialogs (Guddat, Wendler). |
27.3. | Methods of type I.: Methods of global objective function and Benson's method. |
3.4. | Methods of type II.: goal attainment, epsilon-constraints, lexicografical method, goal programming. |
11.4. | Methods of type IV.: Inner and outer approximation, Normal-Boundary Intersection method. General utility function approach. |
17.4. | Combinatorial multiobjective optimization: Shortest path and minimum spanning tree problems with multiple criteria. |
24.4. | Cone efficiency and dominance. DEA (Data Envelopment Analysis). |
15.5. | Interval multiobjective linear programming: possibly efficiency and necessary efficiency, computational complexity, characterization, geometry of the efficient solution set. |
22.5. | AHP (Analytic Hierarchy Process): comparison matrix and its algebraic properties, consistency, hierarchy, examples. |
Homework exercises: PDF