Abstract
In this paper, we present a new adapted algorithm for defining the solution set of a multiobjective linear programming problem, where the decision variables are upper and lower bounded. The method is an extension of the direct support method developed by Gabasov and Kirillova in single programming. Its particularity is that it avoids the preliminary transformation of the decision variables. The method is really effective, simple to use and permits to speed-up the resolution process. We use the suboptimal criterion of the method in single-objective programming to find the -efficient extreme points and the -weakly efficient extreme points of the multiobjective problem.
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Radjef, S., Bibi, M.O. A new algorithm for linear multiobjective programming problems with bounded variables. Arab. J. Math. 3, 79–92 (2014). https://doi.org/10.1007/s40065-013-0094-x
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DOI: https://doi.org/10.1007/s40065-013-0094-x