A New Method for Solving Bi Criterion Linear Fractional Programming Problems
نویسنده
چکیده
In this paper we present a new feasible direction method to find all efficient extreme points for bi criterion linear fractional programming problems. This method is based on the conjugate gradient projection method. An initial feasible point is used to generate all efficient extreme points for this problem through a sequence of feasible directions of movement. Since methods based on vertex information may have difficulties as the problem size increases we expect this method to be less sensitive to problem size. A simple example is given to clarify the theory of this new method.
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