Finding non-dominated vectors in multi-objective linear programming problems

Abstract

In this article, we aim to propose an algorithm to generate non-dominated vectors in multiobjective linear programming problems. In other words, in the case where all variables are integer, we introduce an algorithm to produce a series of non-dominated vectors. Then in the next section, the algorithm is improved. Therefore, two modified versions of the algorithm are introduced. The two versions by reducing number of constraints and binary variables result in better computational performance.

Keywords: Integer programming, multi-objective programming, parametric programming