Generating interior search directions for multiobjective linear programming

Generating interior search directions for multiobjective linear programming

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Article ID: iaor1994734
Country: United Kingdom
Volume: 2
Issue: 2
Start Page Number: 73
End Page Number: 86
Publication Date: Aug 1993
Journal: Journal of Multi-Criteria Decision Analysis
Authors: ,
Keywords: programming: linear
Abstract:

A new multiobjective linear programming (MOLP) algorithm is presented. The algorithm uses a variant of Karmakar’s interior-point algorithm known as the affine-scaling primal algorithm. Using this single-objective algorithm, interior search directions are generated and used to provide an approximation to the gradient of the (implicitly known) utility function. The approximation is guided by assessing locally relevant preference information for the various interior directions through interaction with a decision maker (DM). The resulting algorithm is an interactive approach that makes its progress towards the solution through the interior of the constraints polytope.

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