Solving a special class of multiple objective linear fractional programming problems

Said F. Tantawy

Abstract


In this paper a feasible direction method is presented to find all efficient extreme points for a special class of multiple objective linear fractional programming problems, when all denominators are equal. This method is based on the conjugate gradient projection method, so that we start with a feasible point and then a sequence of feasible directions towards all efficient adjacent extremes of the problem can be generated. Since methods based on vertex information may encounter difficulties as the problem size increases, we expect that this method will be less sensitive to problem size. A simple production example is given to illustrate this method.

doi:10.1017/S1446181114000200

Keywords


multiple objective; fractional programming; efficient solution; nondominated solution; conjugate gradient



DOI: http://dx.doi.org/10.21914/anziamj.v56i0.6014



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ANZIAM Journal, ISSN 1446-8735, copyright Australian Mathematical Society.