2004 | OriginalPaper | Chapter
Non-Linear Programming Solvers for Decision Analysis
Authors : Xiaosong Ding, Mats Danielson, Love Ekenberg
Published in: Operations Research Proceedings 2003
Publisher: Springer Berlin Heidelberg
Included in: Professional Book Archive
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Several methods have been developed over a number of years for solving decision problems when vague and numerically imprecise information prevails. However, the DELTA method and similar methods give rise to particular bilinear programming problems that are time consuming to solve in a real-time environment. This paper presents a set of benchmark tests for non-linear programming solvers for solving this special type of problems. With two existing linear programming based algorithms, it also investigates the performance of linear programming solvers for special decision situations in decision analysis systems.