Using objective values to start multiple objective linear programming algorithms

Ami Arbel, Pekka Korhonen

Research output: Contribution to journalArticlepeer-review

Abstract

We introduce in this paper a new starting mechanism for multiple-objective linear programming (MOLP) algorithms. This makes it possible to start an algorithm from any solution in objective space. The original problem is first augmented in such a way that a given starting solution is feasible. The augmentation is explicitly or implicitly controlled by one parameter during the search process, which verifies the feasibility (efficiency) of the final solution. This starting mechanism can be applied either to traditional algorithms, which search the exterior of the constraint polytope, or to algorithms moving through the interior of the constraints. We provide recommendations on the suitability of an algorithm for the various locations of a starting point in objective space. Numerical considerations illustrate these ideas.

Original languageEnglish
Pages (from-to)587-596
Number of pages10
JournalEuropean Journal of Operational Research
Volume128
Issue number3
DOIs
StatePublished - 1 Feb 2001

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