A dual variant of Benson's "outer approximation algorithm" for multiple objective linear programming
نویسندگان
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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ورودعنوان ژورنال:
- J. Global Optimization
دوره 52 شماره
صفحات -
تاریخ انتشار 2012