An exact method for a discrete multiobjective linear fractional optimization
Integer linear fractional programming problem with multiple objective MOILFP is an important field of research and has not received as much attention as did multiple objective linear fractional programming. In this work, we develop a branch and cut algorithm based on continuous fractional optimization, for generating the whole integer efficient solutions of the MOILFP problem. The basic idea of the computation phase of the algorithm is to optimize one of the fractional objective functions, then generate an integer feasible solution. Using the reduced gradients of the objective functions, an efficient cut is built and a part of the feasible domain not containing efficient solutions is truncated by adding this cut. A sample problem is solved using this algorithm, and the main practical advantages of the algorithm are indicated.
|Date of creation:||09 Jun 2007|
|Date of revision:||09 Jan 2008|
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Web page: https://mpra.ub.uni-muenchen.de
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- Metev, Boyan & Gueorguieva, Dessislava, 2000. "A simple method for obtaining weakly efficient points in multiobjective linear fractional programming problems," European Journal of Operational Research, Elsevier, vol. 126(2), pages 386-390, October.
- Costa, Joao Paulo, 2007. "Computing non-dominated solutions in MOLFP," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1464-1475, September.
- Schaible, Siegfried, 1981. "Fractional programming: Applications and algorithms," European Journal of Operational Research, Elsevier, vol. 7(2), pages 111-120, June.
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