Volume no :4, Issue no: 1, January 2010

ANALYTIC VALUE FUNCTION IN MULTI-OBJECTIVE OPTIMIZATION

Author's: Faisal Kaleem
Pages: [161] - [169]
Received Date: August 24, 2009
Submitted by:

Abstract

The present study takes a new approach to the classical problem of multi- objective optimization of finding a suitable value function (also known as utility function). Instead of dealing with real valued value functions, the implications of a complex-valued value function (defined in a suitable way), which is also analytic are discussed. The classical results that are unique to analytic functions yield numerous interesting insights in this relation.

Keywords

multi-objective, analytic value function, utility function, optimization.