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Determination of the efficient set in multiobjective linear programming

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Abstract

This paper develops a method for finding the whole set of efficient points of a multiobjective linear problem. Two algorithms are presented; the first one describes the set of all efficient vertices and all efficient rays of the constraint polyhedron, while the second one generates the set of all efficient faces. The method has been tested on several examples for which numerical results are reported.

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Communicated by W. Stadler

The authors are grateful to Professor W. Stadler and an anonymous referee for their helpful comments and corrections.

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Armand, P., Malivert, C. Determination of the efficient set in multiobjective linear programming. J Optim Theory Appl 70, 467–489 (1991). https://doi.org/10.1007/BF00941298

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