engleski

A New Iterative Method for Taylor Series Solution of Multiobjective Nonlinear Programming Problem with Linear Constraints

In the paper we present a new iterative method for solving multiobjective programming problem with nonlinear objective functions and linear constraints. In the first phase of the method we approximate the considered problem with multiobjective linear programming problem by using the first order Taylor polynomial series for linearization of nonlinear objective functions. In the second phase we use the new efficient method from Matejaš, Perić (2014) for solving the linear problem. We explain how the solution can be iterated using principles of game theory and respecting the aspirations of decision makers. The method is illustrated through numerical examples.

Multiobjective nonlinear programming problem ; multiobjective linear programming problem ; Taylor polynomial series ; iterative method ; game theory

nije evidentirano