TY - JOUR
T1 - Efficient model for interval goal programming with arbitrary penalty function
AU - Lu, Hao Chun
AU - Chen, Tzu Li
N1 - Funding Information:
Acknowledgments This work was supported by the National Science Council of Taiwan under Grants NSC 98-2221-E-030-009 and NSC 99-2221-E-030-005. The authors wish to thank the area editor, the associate editor, and the anonymous referees for providing insightful comments and suggestions, which have helped us, improve the quality of the paper.
PY - 2013/2
Y1 - 2013/2
N2 - Penalty function is a key factor in interval goal programming (IGP), especially for decision makers weighing resources vis-à-vis goals. Many approaches (Chang et al. J Oper Res Soc 57:469-473, 2006; Chang and Lin Eur J Oper Res 199, 9-20, 2009; Jones et al. Omega 23, 41-48, 1995; Romero Eur J Oper Res 153, 675-686, 2004; Vitoriano and Romero J Oper Res Soc 50, 1280-1283, 1999)have been proposed for treating several types of penalty functions in the past several decades. The recent approach of Chang and Lin (Eur J Oper Res 199, 9-20, 2009) considers the S-shaped penalty function. Although there are many approaches cited in literature, all are complicated and inefficient. The current paper proposes a novel and concise uniform model to treat any arbitrary penalty function in IGP. The efficiency and usefulness of the proposed model are demonstrated in several numeric examples.
AB - Penalty function is a key factor in interval goal programming (IGP), especially for decision makers weighing resources vis-à-vis goals. Many approaches (Chang et al. J Oper Res Soc 57:469-473, 2006; Chang and Lin Eur J Oper Res 199, 9-20, 2009; Jones et al. Omega 23, 41-48, 1995; Romero Eur J Oper Res 153, 675-686, 2004; Vitoriano and Romero J Oper Res Soc 50, 1280-1283, 1999)have been proposed for treating several types of penalty functions in the past several decades. The recent approach of Chang and Lin (Eur J Oper Res 199, 9-20, 2009) considers the S-shaped penalty function. Although there are many approaches cited in literature, all are complicated and inefficient. The current paper proposes a novel and concise uniform model to treat any arbitrary penalty function in IGP. The efficiency and usefulness of the proposed model are demonstrated in several numeric examples.
KW - Interval goal programming
KW - Penalty function
UR - http://www.scopus.com/inward/record.url?scp=84873200319&partnerID=8YFLogxK
U2 - 10.1007/s11590-011-0422-z
DO - 10.1007/s11590-011-0422-z
M3 - Article
AN - SCOPUS:84873200319
SN - 1862-4472
VL - 7
SP - 325
EP - 341
JO - Optimization Letters
JF - Optimization Letters
IS - 2
ER -