Additive and multiplicative tolerance in multiobjective linear programming

Authors:
Milan HladíK
Affiliations:
Charles University, Department of Applied Mathematics, Malostranské nám. 25, 118 00, Prague, Czech Republic
Venue:
Operations Research Letters
Year:
2008

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Abstract

We consider a multiobjective linear program. We propose a procedure for computing an additive and multiplicative (percentage) tolerance in which all the objective function coefficients may simultaneously and independently vary while preserving the efficiency of a given solution. For a nondegenerate basic solution, the procedure runs in polynomial time.