This paper describes the Criss-Cross Method of solving linear programming problems. The method, a primal-dual scheme, normally begins with a problem solution that is neither primal nor dual feasible, and generates an optimal feasible solution in a finite number of iterations. Convergence of the...

In this paper a man-machine interactive mathematical programming method is presented for solving the multiple criteria problem involving a single decision maker. It is assumed that all decision-relevant criteria or objective functions are concave functions to be maximized, and that the...

In this paper, we develop a Lagrangean relaxation-based heuristic procedure to generate near-optimal solutions to very-large-scale capacitated lot-sizing problems (CLSP) with setup times and limited overtime. Our computational results show that large problems involving several thousand products...

Management science and decision science have grown exponentially since midcentury. Two closely-related fields central to this growth are multiple criteria decision making (MCDM) and multiattribute utility theory (MAUT). This paper comments on the history of MCDM and MAUT and discusses topics we...

In this paper we develop a new conditional penalty for the fixed charge transportation problem. This penalty is stronger than both the Driebeek penalties and the Lagrangean penalties of Cabot and Erenguc. Computational testing shows that the use of these penalties leads to significant reductions...

This paper presents a class of methods, called constraint proposal methods, for generating Pareto-optimal solutions in two-party negotiations. In these methods joint tangents of the decision makers' value functions are searched by adjusting an artificial plane constraint. The problem of...

An interactive method employing pairwise comparisons of attainable solutions is developed for solving the discrete, deterministic multiple criteria problem assuming a single decision maker who has an implicit quasi-concave increasing utility (or value) function. The method chooses an arbitrary...

One approach for solving decision problems involving multiple objectives is interactive optimization. Methods based on this approach assess the decision maker's preference structure interactively, typically based on pairwise comparisons and tradeoffs, and guide the search process toward...

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 branch-and-bound method that employs the procedure of Zionts and Wallenius (Zionts, S., J. Wallenius. 1983....

The problem of unifying portfolio planning and transaction demands for cash in a single model is considered. We distinguish between portfolio selection and portfolio revision problems. Each problem is formulated as a single-period model allowing exogenous stochastic cash demands and: (1)...