Optimization over the efficient set of a parametric multiple objective linear programming problem

Optimization over the efficient set of a parametric multiple objective linear programming problem

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Article ID: iaor20011042
Country: Netherlands
Volume: 122
Issue: 3
Start Page Number: 570
End Page Number: 583
Publication Date: May 2000
Journal: European Journal of Operational Research
Authors:
Keywords: decision theory: multiple criteria, programming: linear
Abstract:

In this paper we consider the problem (P) for optimizing a function over the efficient set of a multiple objective linear programming (MOLP) problem with parameters in the right hand side vector. Three solution algorithms in a most general case of problem (P) and improvements of them in some special cases are presented. In the case when the objective function of problem (P) is linear, it can be solved based on |T2| linear programming problems with mixed one–zero integer variables if the parametric set is finite and based on |T2| linear programming problems if the right hand side vector of the MOLP problem is a linear function of the parameters and the parametric set is a polyhedron, where |T2| is, in general, the number of maximal efficient faces of the MOLP problem corresponding to a value of the parameters. A numerical example is given to illustrate the working of the algorithms.

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