Efficient solution generation for multiple objective linear programming based on extreme ray generation method |
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| Institution: | 1. Automatic Control Laboratory, Department of Information Technology and Electrical Engineering, ETH Zurich, 8092 Zurich, Switzerland;2. inspire AG, Technoparkstrasse 1, 8005 Zurich, Switzerland;1. Department of Applied Mathematics and Computer Science, Technical University of Denmark, DK-2800 Kgs. Lyngby, Denmark;2. DONG Energy, DK-2820 Gentofte, Denmark;1. Université d''Artois, CRIL, Lens, 62307, France;2. Université de Tunis, Larodec, Bardo, 2000, Tunisie;1. Linköping University, Division of Automatic Control, 58183 Linköping, Sweden;2. ABB Corporate Research, Automation and Control, 5405 Baden-Dättwil, Switzerland;3. University of Pavia, Dipartimento di Ingegneria Industriale e dell’Informazione, 27100 Pavia, Italy;4. ETH Zurich, Automatic Control Laboratory, 8092 Zurich, Switzerland |
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| Abstract: | In this paper we consider solution generation method for multiple objective linear programming problems. The set of efficient or Pareto optimal solutions for the problems can be regarded as global information in multiple objective decision making situation. In the past three decades as solution generation techniques various conventional algorithms based on simplex-like approach with heavy computational burden were developed. Therefore, the development of novel and useful directions in efficient solution generation method have been desired. The purpose of this paper is to develop theoretical results and computational techniques of the efficient solution generation method based on extreme ray generation method that sequentially generates efficient points and rays by adding inequality constraints of the polyhedral feasible region. |
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