Advanced Modeling and Optimization

Abstract for Paper 3 of Volume 2, Number 1, 2000, pp. 41-52


An Interior Multiobjective Linear Programming Algorithm


B. Aghezzaf and T. Ouaderhman
Universite Hassan II,
Faculte des Sciences Ain chock,
Departement de Mathematiques et d'Informatique,
B.P. 5366-Maarif, Casablanca, Maroc
E-mail: aghezzaf@facsc-achok.ac.ma

Abstract

This paper presents an interactive interior point algorithm for determining a best compromise solution to a multiple objective linear programming problem in situations with an implicitly defined utility function.
We construct a sequence of a smaller and smaller polytopes which shrink towards the compromise solution.
The algorithm generates a sequence of points, each of them in the interior of polytopes in sequence, by maximizing a linear function over an ellipsoid.