An algorithm based on facial decomposition for finding the efficient set in multiple objective linear programming

Authors:
Serpil Sayin
Affiliations:
Bilkent University, Management Department, Faculty of Business Administration, 06533 Bilkent, Ankara, Turkey
Venue:
Operations Research Letters
Year:
1996

Citing 3
Cited 6

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Computational Study of the Relationships Between Feasible and Efficient Sets and an Approximation

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An Outer Approximation Algorithm for Generating AllEfficient Extreme Points in the Outcome Set of a Multiple ObjectiveLinear Programming Problem

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Optimization over the efficient set: overview

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The Multiobjective Discrete Optimization Problem: A Weighted Min-Max Two-Stage Optimization Approach and a Bicriteria Algorithm

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Generating a Representative Subset of the Nondominated Frontier in Multiple Criteria Decision Making

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Maximal descriptor set characterizations of efficient faces in multiple objective linear programming

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Abstract

We propose a method for finding the efficient set of a multiple objective linear program based on the well-known facial decomposition of the efficient set. The method incorporates a simple linear programming test that identifies efficient faces while employing a top-down search strategy which avoids enumeration of efficient extreme points and locates the maximally efficient faces of the feasible region. We suggest that discrete representations of the efficient faces could be obtained and presented to the Decision Maker. Results of computational experiments are reported.