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 $\mathbb{R}^{2}$. 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.
- Publication:
-
arXiv e-prints
- Pub Date:
- October 2022
- DOI:
- 10.48550/arXiv.2210.10829
- arXiv:
- arXiv:2210.10829
- Bibcode:
- 2022arXiv221010829K
- Keywords:
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- Mathematics - Optimization and Control;
- 49K40;
- 90C05
- E-Print:
- Mathematica Applicanda 2023: 51(1), 3-12