A multiobjective interior primal-dual linear programming algorithm
An extension is given of the primal-dual interior point algorithm for linear programming created by \textit{K. A. McShane}, \textit{C. L. Monma} and \textit{D. Shanno} [ORSA J. Comput. 1, No. 2, 70-83 (1989; Zbl 0752.90047)], and other authors. This generalization is directed to the solution of multiobjective linear programming problems including an implicitly-known utility function given by the decision maker such that one point of the efficient solution set will be terminated. Some numerical results are presented.
scientific article; zbMATH DE number 540544
scientific article