A new geometric approach to multiobjective linear programming problems

DOI10.14708/MA.V51I1.7166arXiv2210.10829OpenAlexW4311840266MaRDI QIDQ6200041FDOQ6200041

Authors: Mustapha Kaci, Sonia Radjef 

Publication date: 29 February 2024

Published in: Mathematica Applicanda (Search for Journal in Brave)

Abstract: This paper is a follow-up to a previous work where we developed a new geometric approach to sensitivity analysis. In this paper, we present a simple method to determine whether a given multiobjective linear programming problem (MOLPP) has an ideal solution (i.e. all of the objective functions are optimised simultaneously) without having to calculate the optimal value of each objective function. First, we divide the space of linear forms into a finite number of sets based on a fixed convex polygonal subset of $mathbb{R}^2$ using an equivalency relationship. All the elements from a given equivalency class have the same optimal solution. Next, we characterize the equivalence classes of the quotient set using a geometric approach to sensitivity analysis. Finally, a numerical example is given to illustrate the method.

Full work available at URL: https://arxiv.org/abs/2210.10829

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zbMATH Keywords

linear programmingsensitivity analysismultiobjective programmingaffine geometry

Mathematics Subject Classification ID

Linear programming (90C05) Sensitivity, stability, well-posedness (49K40)

Cites Work

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• Sensitivity analysis of linear programming in the presence of correlation among right-hand side parameters or objective function coefficients
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• Sensitivity analysis of grey linear programming for optimization problems
• The set of all the possible compromises of a multi-level multi-objective linear programming problem

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