A new geometric approach to multiobjective linear programming problems
Abstract
In this paper, we present a novel method for solving multiobjective linear programming problems (MOLPP) that overcomes the need to calculate the optimal value of each objective function. This method is a follow-up to our previous work on sensitivity analysis, where we developed a new geometric approach. The first step of our approach is to divide the space of linear forms into a finite number of sets based on a fixed convex polygonal subset of . This is done using an equivalence relationship, which ensures that all the elements from a given equivalence class have the same optimal solution. We then characterize the equivalence classes of the quotient set using a geometric approach to sensitivity analysis. This step is crucial in identifying the ideal solution to the MOLPP. By using this approach, we can determine whether a given MOLPP has an ideal solution without the need to calculate the optimal value of each objective function. This is a significant improvement over existing methods, as it significantly reduces the computational complexity and time required to solve MOLPP. To illustrate our method, we provide a numerical example that demonstrates its effectiveness. Our method is simple, yet powerful, and can be easily applied to a wide range of MOLPP. This paper contributes to the field of optimization by presenting a new approach to solving MOLPP that is efficient, effective, and easy to implement.
Cite
@article{arxiv.2210.10829,
title = {A new geometric approach to multiobjective linear programming problems},
author = {Mustapha Kaci and Sonia Radjef},
journal= {arXiv preprint arXiv:2210.10829},
year = {2024}
}