Method, system and program product for determining objective function coefficients of a mathematical programming model

摘要

A method and system for determining a plurality of coefficients of an objective function of a mathematical programming model. Attributes of the model are identified. A first set of coefficient values determining a first solution and initially representing the plurality of coefficients is determined by employing a specified ranking of the attributes. A prevailing solution is initialized to the first solution. Additional sets of coefficient values are generated, each set determining a corresponding additional solution of the model. The additional solutions are evaluated (e.g., by the Analytic Hierarchy Process) to provide a ranking of the solutions, where the ranking is dependent upon the attributes. The ranking of the additional solutions is used to select a second solution. The prevailing solution is set to the second solution if the second solution exceeds a sum of the prevailing solution and a specified tolerance.