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An exact method for a discrete multiobjective linear fractional optimization

M. E-A Chergui and Mustapha Moulai ()

MPRA Paper from University Library of Munich, Germany

Abstract: Integer linear fractional programming problem with multiple objective MOILFP is an important field of research and has not received as much attention as did multiple objective linear fractional programming. In this work, we develop a branch and cut algorithm based on continuous fractional optimization, for generating the whole integer efficient solutions of the MOILFP problem. The basic idea of the computation phase of the algorithm is to optimize one of the fractional objective functions, then generate an integer feasible solution. Using the reduced gradients of the objective functions, an efficient cut is built and a part of the feasible domain not containing efficient solutions is truncated by adding this cut. A sample problem is solved using this algorithm, and the main practical advantages of the algorithm are indicated.

Keywords: multiobjective programming; integer programming; linear fractional programming; branch and cut (search for similar items in EconPapers)
JEL-codes: C44 C61 (search for similar items in EconPapers)
Date: 2007-06-09, Revised 2008-01-09
New Economics Papers: this item is included in nep-cmp
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