Further Analysis of an Outcome Set-Based Algorithm for Multiple-Objective Linear Programming

H. P. Benson
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H. P. Benson: Warrington College of Business Administration, University of Florida

Journal of Optimization Theory and Applications, 1998, vol. 97, issue 1, No 1, 10 pages

Abstract: Abstract Various difficulties have been encountered in using decision set-based vector maximization methods to solve a multiple-objective linear programming problem (MOLP). Motivated by these difficulties, Benson recently developed a finite, outer-approximation algorithm for generating the set of all efficient extreme points in the outcome set, rather than in the decision set, of problem (MOLP). In this article, we show that the Benson algorithm also generates the set of all weakly efficient points in the outcome set of problem (MOLP). As a result, the usefulness of the algorithm as a decision aid in multiple objective linear programming is further enhanced.

Keywords: Multiple-objective linear programming; efficient sets; weakly efficient sets; outer-approximation algorithms (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022614814789

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