An interior multiobjective linear programming algorithm (Q690014)

Current results in the area of multiobjective decision making are using the simplex method as the analytical tool for guiding the exploration of multicriteria and their inherent trade-offs. As problem size increases, methods based on the simplex algorithm and its vertex information may prolong the search for an acceptable multiobjective solution due to the large number of vertices. Also, a method based on vertex information may have difficulties identifying solutions that are located on a face of the polytope rather than its vertex. In this paper the author proposed a multiobjective linear programming algorithm that is based on one variant of Karmarkar's interior point algorithm known as the affine scaling primal algorithm. This interior point algorithm may dominate the simplex algorithm as problem size increases.