An interactive interior point algorithm for multiobjective linear programming problems

  • Authors:
  • B. Aghezzaf;T. Ouaderhman

  • Affiliations:
  • Département de Mathématiques et d'Informatique, Faculté des Sciences Ain chock, B.P. 5366 Marif, Casablanca, Morocco;Département de Mathématiques et d'Informatique, Faculté des Sciences Ain chock, B.P. 5366 Marif, Casablanca, Morocco

  • Venue:
  • Operations Research Letters
  • Year:
  • 2001

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Abstract

We propose an interactive interior point method for finding the best compromise solution to a multiple objective linear programming problem. We construct a sequence X^0,X"1,...,X^k,... of smaller and smaller polytopes which shrink towards the compromise solution. During the kth iteration, we move from the center of polytope X^k^-^1 to the center of polytope X^k by performing a local optimization which consists of maximizing a linear function over an ellipsoid.