Optimization over an integer efficient set of a Multiple Objective Linear Fractional Problem
AbstractThe problem of optimizing a real valued function over an efficient set of the Multiple Objective Linear Fractional Programming problem (MOLFP) is an important field of research and has not received as much attention as did the problem of optimizing a linear function over an efficient set of the Multiple Objective Linear Programming problem (MOLP).In this work an algorithm is developed that optimizes an arbitrary linear function over an integer efficient set of problem (MOLFP) without explicitly having to enumerate all the efficient solutions. The proposed method is based on a simple selection technique that improves the linear objective value at each iteration.A numerical illustration is included to explain the proposed method.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 35579.
Date of creation: 10 Feb 2011
Date of revision:
Publication status: Published in Applied Mathematical Sciences no. 50.Vol. 5(2011): pp. 2451-2466
Integer programming; Optimization over the efficient set; Multiple objective linear fractional programming; Global optimization;
Find related papers by JEL classification:
- I23 - Health, Education, and Welfare - - Education - - - Higher Education; Research Institutions
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
This paper has been announced in the following NEP Reports:
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Yamada, Syuuji & Tanino, Tetsuzo & Inuiguchi, Masahiro, 2001. "An inner approximation method incorporating a branch and bound procedure for optimization over the weakly efficient set," European Journal of Operational Research, Elsevier, vol. 133(2), pages 267-286, January.
- Jonathan S. H. Kornbluth & Ralph E. Steuer, 1981. "Multiple Objective Linear Fractional Programming," Management Science, INFORMS, vol. 27(9), pages 1024-1039, September.
- Le Thi, Hoai An & Pham, Dinh Tao & Thoai, Nguyen V., 2002. "Combination between global and local methods for solving an optimization problem over the efficient set," European Journal of Operational Research, Elsevier, vol. 142(2), pages 258-270, October.
- Chergui, M. E-A & Moulai, M., 2007. "An exact method for a discrete multiobjective linear fractional optimization," MPRA Paper 12097, University Library of Munich, Germany, revised 09 Jan 2008.
- Costa, Joao Paulo, 2007. "Computing non-dominated solutions in MOLFP," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1464-1475, September.
- Jorge, Jesús M., 2009. "An algorithm for optimizing a linear function over an integer efficient set," European Journal of Operational Research, Elsevier, vol. 195(1), pages 98-103, May.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ekkehart Schlicht).
If references are entirely missing, you can add them using this form.