A representation of an efficiency equivalent polyhedron for the objective set of a multiple-objective linear program

A representation of an efficiency equivalent polyhedron for the objective set of a multiple-objective linear program

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Article ID: iaor19981425
Country: Netherlands
Volume: 80
Issue: 1
Start Page Number: 204
End Page Number: 212
Publication Date: Jan 1995
Journal: European Journal of Operational Research
Authors: ,
Keywords: programming: multiple criteria
Abstract:

Associated with the objective set Y of a linear k-objective minimization problem is the efficiency equivalent polyhedron &Ytilde; = Y + R(k)(+). Since &Ytilde; has the same efficient structure as Y and since every extreme point of &Ytilde; is efficient, this polyhedron provides a promising avenue for the analysis of the given multiple objective linear program (MOLP). However, in order to fully explore this avenue, a representation of &Ytilde; as a system of linear inequalities is needed. In this paper an algorithm is given to construct a matrix H and a vector g such that &Ytilde; has the representation Hyg, and it is shown that no inequality in this representation is redundant. The input data for the algorithm are a finite set of points of Y containing the efficient extreme points and a finite set of recession directions for Y containing the directions associated with unbounded efficient edges. These data, which can be obtained using standard MOLP software packages, are used to form a polar polyhedron whose extreme points are precisely what is needed to define H and g.

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