AN INTERIOR MULTIOBJECTIVE LINEAR-PROGRAMMING ALGORITHM

Authors
ARBEL A
Citation
A. Arbel, AN INTERIOR MULTIOBJECTIVE LINEAR-PROGRAMMING ALGORITHM, Computers & operations research, 20(7), 1993, pp. 723-735
Citations number
9
Categorie Soggetti
Operatione Research & Management Science","Computer Applications & Cybernetics","Operatione Research & Management Science
Journal title
Computers & operations research → ACNP
ISSN journal
03050548
Volume
20
Issue
7
Year of publication
1993
Pages
723 - 735
Database
ISI
SICI code
0305-0548(1993)20:7<723:AIMLA>2.0.ZU;2-7
Abstract
This paper presents a multiobjective linear programming (MOLP) algorit hm that is based on one variant of Karmarkar's interior-point algorith m known as the affine scaling primal algorithm. We show that by using convex combinations of individual projected gradients, we derive a com bined direction along which we step toward the next iterate. We refer to the class of MOLP algorithms resulting from this variant as affine- scaling interior multiobjective linear programming (ASIMOLP) algorithm s.