The main contribution of this paper is the procedure that constructs a good approximation to the non-dominated set of multiple objective linear fractional programming problem using the solutions to certain linear optimization problems. In our approach we propose a way to generate a discrete set of feasible solutions that are further used as starting points in any procedure for deriving efficient solutions. The efficient solutions are mapped into non-dominated points that form a 0th order approximation of the Pareto front. We report the computational results obtained by solving random generated instances, and show that the approximations obtained by running our procedure are better than those obtained by running other procedures suggested in the recent literature. We evaluated the quality of each approximation using classic metrics.
Accepté le :
DOI : 10.1051/ro/2018083
Mots-clés : Fractional programming, multiple objective programming, efficient solution, non-dominated point, 0th order approximation
@article{RO_2019__53_4_1229_0,
author = {Stanojevi\'c, Bogdana and Stanojevi\'c, Milan},
title = {A computationally efficient algorithm to approximate the pareto front of multi-objective linear fractional programming problem},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {1229--1244},
publisher = {EDP-Sciences},
volume = {53},
number = {4},
year = {2019},
doi = {10.1051/ro/2018083},
mrnumber = {3986368},
zbl = {1425.90107},
language = {en},
url = {http://archive.numdam.org/articles/10.1051/ro/2018083/}
}
TY - JOUR AU - Stanojević, Bogdana AU - Stanojević, Milan TI - A computationally efficient algorithm to approximate the pareto front of multi-objective linear fractional programming problem JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2019 SP - 1229 EP - 1244 VL - 53 IS - 4 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ro/2018083/ DO - 10.1051/ro/2018083 LA - en ID - RO_2019__53_4_1229_0 ER -
%0 Journal Article %A Stanojević, Bogdana %A Stanojević, Milan %T A computationally efficient algorithm to approximate the pareto front of multi-objective linear fractional programming problem %J RAIRO - Operations Research - Recherche Opérationnelle %D 2019 %P 1229-1244 %V 53 %N 4 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ro/2018083/ %R 10.1051/ro/2018083 %G en %F RO_2019__53_4_1229_0
Stanojević, Bogdana; Stanojević, Milan. A computationally efficient algorithm to approximate the pareto front of multi-objective linear fractional programming problem. RAIRO - Operations Research - Recherche Opérationnelle, Tome 53 (2019) no. 4, pp. 1229-1244. doi : 10.1051/ro/2018083. http://archive.numdam.org/articles/10.1051/ro/2018083/
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