Treffer: Using sequential generation of anchoring points in an interior multiobjective primal-dual linear programming algorithm

Title:
Using sequential generation of anchoring points in an interior multiobjective primal-dual linear programming algorithm
Authors:
Publisher Information:
Silesian University of Technology, Institute of Automatic Control, Gliwice; Polish Academy of Sciences, Committee of Automatic Control and Robotics, Warsaw
Document Type:
Fachzeitschrift Article
File Description:
application/xml
Accession Number:
edsair.c2b0b933574d..6054af4faeca9ad6e112d87b9560a239
Database:
OpenAIRE

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The author presents an algorithm for the solution of a multiobjective linear programming problem. This method generalizes the path-following primal dual algorithm known in linear programming. A short-step algorithm is obtained by using a utility function for the multiobjective problem and a long-step algorithm is developed by considering primal-dual linear programming problems with every objective of the multiobjective problem. A numerical example is also discussed.