A semidefinite programming approach for solving Multiobjective Linear Programming
Optimization and Control
2011-12-30 v1 Commutative Algebra
Abstract
Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all Pareto-optimal solutions of MOLP. We present an explicit construction, based on a transformation of any MOLP into a finite sequence of SemiDefinite Programs (SDP), the solutions of which give the entire set of Pareto-optimal extreme points solutions of MOLP. These SDP problems are solved by interior point methods; thus our approach provides a pseudo-polynomial interior point methodology to find the set of Pareto-optimal solutions of MOLP.
Cite
@article{arxiv.1112.6075,
title = {A semidefinite programming approach for solving Multiobjective Linear Programming},
author = {Víctor Blanco and Justo Puerto and Safae El-Haj Ben-Ali},
journal= {arXiv preprint arXiv:1112.6075},
year = {2011}
}
Comments
13 pages, 1 figure