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User-Oriented Methodology and Techniques of Decision Analysis and Support pp 88–100Cite as

Parametric Programming Approaches to Local Approximation of the Efficient Frontier

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Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 397))

Abstract

In this paper the set of the efficient solutions in criteria space is characterized locally by directional derivatives, which can be treated as a local linear approximation of the efficient frontier. The properties of the marginal function in nonlinear programming are applied. The results are used for building a prototype of a graphic interface for a decision support system.

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Author information

Authors and Affiliations

  1. Institute of Automatic Control, Warsaw University of Technology, Poland

    Janusz Granat

Authors
  1. Janusz Granat
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Editor information

Editors and Affiliations

  1. Department of Mathematics and Computing Science, Technical University Eindhoven, P.O. Box 5/3, 5600 MB, Eindhoven, The Netherlands

    Jaap Wessels

  2. Institute of Automatic Control, Warsaw University of Technology, Nowowiejska 15/19, 00-665, Warsaw, Poland

    Andrzej Piotr Wierzbicki

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© 1993 Springer-Verlag Berlin Heidelberg

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Granat, J. (1993). Parametric Programming Approaches to Local Approximation of the Efficient Frontier. In: Wessels, J., Wierzbicki, A.P. (eds) User-Oriented Methodology and Techniques of Decision Analysis and Support. Lecture Notes in Economics and Mathematical Systems, vol 397. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-22587-5_7

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  • DOI: https://doi.org/10.1007/978-3-662-22587-5_7

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56382-2

  • Online ISBN: 978-3-662-22587-5

  • eBook Packages: Springer Book Archive

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