An interior multiobjective linear programming algorithm

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Abstract

This paper presents a multiobjective linear programming (MOLP) algorithm that is based on one variant of Karmarkar's interior-point algorithm known as the affine scaling primal algorithm. We show that by using convex combinations of individual projected gradients, we derive a combined 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) algorithms.

Original languageEnglish
Pages (from-to)723-735
Number of pages13
JournalComputers and Operations Research
Volume20
Issue number7
DOIs
StatePublished - Sep 1993

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