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SOLVING A SPECIAL CLASS OF MULTIPLE OBJECTIVE LINEAR FRACTIONAL PROGRAMMING PROBLEMS

Published online by Cambridge University Press:  09 October 2014

S. F. TANTAWY
S. F. TANTAWY*
Affiliation:
Mathematics Department, Faculty of Science, Helwan University (11795), Cairo, Egypt email saidtantawy@hotmail.com
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Abstract

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In this paper a feasible direction method is presented to find all efficient extreme points for a special class of multiple objective linear fractional programming problems, when all denominators are equal. This method is based on the conjugate gradient projection method, so that we start with a feasible point and then a sequence of feasible directions towards all efficient adjacent extremes of the problem can be generated. Since methods based on vertex information may encounter difficulties as the problem size increases, we expect that this method will be less sensitive to problem size. A simple production example is given to illustrate this method.

Keywords

multiple objectivefractional programmingefficient solutionnondominated solutionconjugate gradient

MSC classification

Secondary: 90C05: Linear programming 90C29: Multi-objective and goal programming

Information

Type
Research Article
Information
The ANZIAM Journal , Volume 56 , Issue 1 , July 2014 , pp. 91 - 103
Copyright
Copyright © 2014 Australian Mathematical Society 

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