A dual-based algorithm for solving lexicographic multiple objective programs

A dual-based algorithm for solving lexicographic multiple objective programs

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Article ID: iaor20084724
Country: Netherlands
Volume: 176
Issue: 3
Start Page Number: 1348
End Page Number: 1356
Publication Date: Feb 2007
Journal: European Journal of Operational Research
Authors: ,
Keywords: programming: linear
Abstract:

In this paper, we propose an algorithm for solving lexicographic multiple objective programs based upon duality theorem. In the existing algorithm, we should solve several linear programming problems (LPPs); therefore if, in particular, there are several objective functions, this method is not worthwhile from the viewpoint of computation. But in our new algorithm we just solve one LPP.

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