Generating all efficient extreme solutions in multiple objective linear programming problem and its application to multiplicative programming. (English) Zbl 1200.90145

Bach Kim, Nguyen Thi; Thien, Nguyen Tuan; Thuy, Le Quang

East-West J. Math. 10, No. 1, 1-14 (2008).

Summary: We propose a new algorithm for generating the all efficient extreme solutions and all efficient extreme edges of a multiple objective linear programming problem (VP). The algorithm is implemented and numerical examples are shown. As an application we solve the linear multiplicative programming associated with the problem (VP).

MSC:

90C29	Multi-objective and goal programming
90C26	Nonconvex programming, global optimization

Keywords:

multiple objective linear programming; linear multiplicative programming; efficient solution