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The Static Approach to Quadratic Dynamic Goal Programming

  • Francisco Ruiz
  • Rafael Caballero
  • Trinidad Gómez
  • Mercedes González
  • Lourdes Rey
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 465)

Abstract

This communication reports the development of a Goal Programming algorithm to solve quadratic dynamic goal programming models, from the static point of view. This approach is based on two main features:
  1. a)

    The target values are also considered as functions of time, that is, there is a target value on the accumulated value of the objective functional for each period of time within the planning period. This allows the decision maker control the behavior of the functional along the whole planning period, rather than only their final values.

     
  2. b)

    The dynamic problem can be turned into a static one, where the decision variables are a vector formed by the values of the control variables in each period of time. This makes possible the use of a nonlinear Goal Programming package to solve the problem.

     

The algorithm has been implemented on a VAX computer, in FORTRAN language and with the aid of the NAG subroutine library. Results on some test problems are also reported.

Keywords

Goal Programming Dynamic Optimization Dynamic Target Values 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1998

Authors and Affiliations

  • Francisco Ruiz
  • Rafael Caballero
    • 1
  • Trinidad Gómez
    • 1
  • Mercedes González
    • 1
  • Lourdes Rey
    • 1
  1. 1.Department of Applied Economics (Mathematics)University of MálagaCampus El Ejido s/n 29071-MálagaSpain

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