In this paper we study the bilevel linear programming problem with multiple objective functions at the upper level, with particular focus on the bi-objective case. We examine some properties of this problem and propose a methodological approach based on the reformulation of the problem as a multiobjective mixed 0-1 linear programming problem. The basic idea consists in applying a reference poin...

Let a multiobjective linear programming problem and any efficient solution be given. Tolerance analysis aims to compute interval tolerances for (possibly all) objective function coefficients such that the efficient solution remains efficient for any perturbation of the coefficients within the computed intervals. The known methods yield tolerances that are not optimal. In this paper, we propose ...

  We suggest a method for finding the non-dominated points of the production possibility set (PPS) with variable returns to scale (VRS) technology in data envelopment analysis (DEA). We present a multiobjective linear programming (MOLP) problem whose feasible region is the same as the PPS under variable returns to scale for generating non-dominated points. We demonstrate that Pareto solutions o...

In this paper, new classes of generalized (F,α,ρ, d)-V -type I functions are introduced for differentiable multiobjective programming problems. Based upon these generalized convex functions, sufficient optimality conditions are established. Weak, strong and strict converse duality theorems are also derived for Wolfe and Mond-Weir type multiobjective dual programs.

( , ) ρ Φ − invexity has recently been introduced with the intent of generalizing invex functions in mathematical programming. Using such conditions we obtain new sufficiency results for optimality in multiobjective programming and extend some classical duality properties.