An interior multiobjective linear programming algorithm

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.