Turkish Journal of Mathematics
Abstract
We develop an algorithm to solve a multiple objective linear programming problem with bounded variables. It is based on the scalarization theorem of optimal solutions of multiobjective linear programs and the single objective adaptive method. We suggest a process for the search for the first efficient solution without having to calculate a feasible solution, and we elaborate a method to generate efficient solutions, weakly efficient solutions, and $\epsilon$-efficient solutions. Supporting theoretical results are established and the method is demonstrated on a numerical example.
DOI
10.3906/mat-1702-12
Keywords
Multiobjective linear program, bounded variables, $\epsilon$-optimality criterion, adaptive method, efficiency, weak efficiency, $\epsilon$-efficiency
First Page
1031
Last Page
1048
Recommended Citation
DELHOUM, Z. S, RADJEF, S, & BOUDAOUD, F (2018). Generation of efficient and $\epsilon$-efficient solutionsin multiple objective linear programming. Turkish Journal of Mathematics 42 (3): 1031-1048. https://doi.org/10.3906/mat-1702-12
