Issue |
RAIRO-Oper. Res.
Volume 53, Number 4, October 2019
|
|
---|---|---|
Page(s) | 1229 - 1244 | |
DOI | https://doi.org/10.1051/ro/2018083 | |
Published online | 29 July 2019 |
Research Article
A computationally efficient algorithm to approximate the pareto front of multi-objective linear fractional programming problem
1
Mathematical Institute of the Serbian Academy of Sciences and Arts, Serbia
2
Faculty of Organizational Sciences, University of Belgrade, Serbia
* Corresponding author: bgdnpop@mi.sanu.ac.rs
Received:
13
July
2017
Accepted:
19
September
2018
The main contribution of this paper is the procedure that constructs a good approximation to the non-dominated set of multiple objective linear fractional programming problem using the solutions to certain linear optimization problems. In our approach we propose a way to generate a discrete set of feasible solutions that are further used as starting points in any procedure for deriving efficient solutions. The efficient solutions are mapped into non-dominated points that form a 0th order approximation of the Pareto front. We report the computational results obtained by solving random generated instances, and show that the approximations obtained by running our procedure are better than those obtained by running other procedures suggested in the recent literature. We evaluated the quality of each approximation using classic metrics.
Mathematics Subject Classification: 90C29 / 90C32
Key words: Fractional programming / multiple objective programming / efficient solution / non-dominated point / 0th order approximation
© EDP Sciences, ROADEF, SMAI 2019
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