A general method for determining the set of all efficient solutions to a linear vectormaximum problem |
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Authors: | Tomas Gal |
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Affiliation: | RWTH Aachen, Templergraben 55, 51 Aachen, Federal Republic of Germany |
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Abstract: | To solve a linear vectormaximum problem means, in general, to determine the set E of all efficient solutions. A multiparametric method based on earlier works of the author is presented. In the procedure efficient vertices and efficient edges are generated via one subprogram, which works as a simple linear programming problem, and just by inspection of these results higher dimensional efficient faces are determined. The procedure does not depend on special properties of the restriction set and/or of the system of given objective functions. Illustrative examples are presented. Two appendixes provide a survey on a multiparametric algorithm and on a solution procedure for the auxiliary problem, both of which are the background for the method. |
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