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Handling soft constraints via composite concave programming

Author

Listed:
  • A Byrne

    (The University of Melbourne)

  • M Sniedovich

    (The University of Melbourne)

  • L Churilov

    (The University of Melbourne)

Abstract

In this discussion we propose a method for handling soft constraints in situations where the decision-maker can associate a cost function with the ‘right-hand side’ values of these constraints that satisfies the usual economies of scale property of decreasing marginal costs. The method constitutes a natural application of composite concave programming, and seems to be particularly suited for situations where the underlying problem is of the linear/quadratic programming type.

Suggested Citation

  • A Byrne & M Sniedovich & L Churilov, 1998. "Handling soft constraints via composite concave programming," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 49(8), pages 870-877, August.
    • Handle: RePEc:pal:jorsoc:v:49:y:1998:i:8:d:10.1057_palgrave.jors.2600592
    DOI: 10.1057/palgrave.jors.2600592
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