A dual variant of Benson's "outer approximation algorithm" for multiple objective linear programming

نویسندگان

  • Matthias Ehrgott
  • Andreas Löhne
  • Lizhen Shao
چکیده

Geometric duality theory for multiple objective linear programmes is used to derive a dual variant of Benson’s outer approximation algorithm to solve multiobjective linear programmes in objective space. We also suggest some improvements of the original version of the algorithm and prove that solving the dual provides a weight set decomposition. We compare both algorithms on small illustrative and on practically relevant examples.

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عنوان ژورنال:
  • J. Global Optimization

دوره 52  شماره 

صفحات  -

تاریخ انتشار 2012