Article ID: | iaor20123060 |
Volume: | 52 |
Issue: | 4 |
Start Page Number: | 757 |
End Page Number: | 778 |
Publication Date: | Apr 2012 |
Journal: | Journal of Global Optimization |
Authors: | Ehrgott Matthias, Lhne Andreas, Shao Lizhen |
Keywords: | programming: multiple criteria |
Outcome space methods construct the set of nondominated points in the objective (outcome) space of a multiple objective linear programme. In this paper, we employ results from geometric duality theory for multiple objective linear programmes to derive a dual variant of Benson’s ‘outer approximation algorithm’ to solve multiobjective linear programmes in objective space. We also suggest some improvements of the original version of the algorithm and prove that solving the dual provides a weight set decomposition. We compare both algorithms on small illustrative and on practically relevant examples.