An algorithm based on facial decomposition for finding the efficient set in multiple objective linear programming

Date
1996
Authors
Sayın, S.
Editor(s)
Advisor
Supervisor
Co-Advisor
Co-Supervisor
Instructor
Source Title
Operations Research Letters
Print ISSN
0167-6377
Electronic ISSN
1872-7468
Publisher
Elsevier
Volume
19
Issue
2
Pages
87 - 94
Language
English
Journal Title
Journal ISSN
Volume Title
Series
Abstract

We propose a method for finding the efficient set of a multiple objective linear program based on the well-known facial decomposition of the efficient set. The method incorporates a simple linear programming test that identifies efficient faces while employing a top-down search strategy which avoids enumeration of efficient extreme points and locates the maximally efficient faces of the feasible region. We suggest that discrete representations of the efficient faces could be obtained and presented to the Decision Maker. Results of computational experiments are reported.

Course
Other identifiers
Book Title
Citation
Published Version (Please cite this version)