Syllabus
- Eficient (Pareto-optimal) solutions
- Skalarization and relation to efficient solutions
- Special sub-classes: multiobjective convex and linear programming
- Various approaches to solve the problem
- Combinatorial multiobjective optimization (shortest path, minimum spanning tree)
- Multicriteria decision making (DEA, AHP)
It is assumed that the students have a basic knowledge of optimization, in particular linear programming.
Annotation
The lecture studies decision situations, when more critria are involved. We show how to handle such optimization problems.
Remark: The course can be tought once in two years.