Primal-Dual Simplex Method for Multiobjective Linear Programming

M. Ehrgott (), J. Puerto and A. M. Rodríguez-Chía
Additional contact information
M. Ehrgott: University of Auckland
J. Puerto: Universidad de Sevilla
A. M. Rodríguez-Chía: Universidad de Cádiz

Journal of Optimization Theory and Applications, 2007, vol. 134, issue 3, No 8, 483-497

Abstract: Abstract We develop a primal-dual simplex algorithm for multicriteria linear programming. It is based on the scalarization theorem of Pareto optimal solutions of multicriteria linear programs and the single objective primal-dual simplex algorithm. We illustrate the algorithm by an example, present some numerical results, give some further details on special cases and point out future research.

Keywords: Multiobjective linear programming; Primal-dual simplex algorithm (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-007-9232-y Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:134:y:2007:i:3:d:10.1007_s10957-007-9232-y

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-007-9232-y

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().