Solving multiple objective linear programs in objective space
The authors offer an algorithm for solving a multicriteria linear programming problem. It is based on analysing this problem in the objective space in which a set of all feasible objective values has, as a rule, a simpler structure than the initial polytope in the constraint space. A procedure for determining the nondominated extreme points and edges in the objective space is described. The computational advantages of the suggested algorithm are discussed for the water resource model of \textit{J. P. Dauer} and \textit{R. J. Krueger} [Appl. Math. Modelling 4, 171- 175 (1980; Zbl 0438.90045)].
scientific article; zbMATH DE number 4172754
scientific article