A semidefinite programming approach for solving multiobjective linear programming
Description
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 pseudopolynomial interior point methodology to find the set of Pareto-optimal solutions of MOLP.
Abstract
Junta de Andalucía
Abstract
Fondo Europeo de Desarrollo Regional
Abstract
Ministerio de Ciencia e Innovación
Additional details
- URL
- https://idus.us.es/handle/11441/42760
- URN
- urn:oai:idus.us.es:11441/42760
- Origin repository
- USE