We present a new interactive multiobjective linear programming algorithm that is based on one variant of Karmarkar’s algorithm known as the path-following primal-dual algorithm. The modification of this single-objective linear programming algorithm to the multiobjective case is done by deriving an approximate gradient to the implicitly-known utility function. By interacting with the decision ma...

1. Abstract While various multiobjective optimization methods based on metaheuristic techniques have been proposed, these methods still encounter difficulties when handling many variables, or numerous objectives and constraints. This paper proposes a new aggregative gradient-based multiobjective optimization method for obtaining a Pareto-optimal solution set. In this method, the objective funct...

In this paper, two kinds of fuzzy approaches are proposed for not only multiobjective stochastic linear programming problems, but also multiobjective fuzzy random linear programming problems through a probability maximization model. In a probability maximization model, it is necessary for the decision maker to specify permissible values of objective functions in advance, which have a great infl...

In this paper, two kinds of fuzzy approaches are proposed for not only multiobjective stochastic linear programming problems, but also multiobjective fuzzy random linear programming problems through a probability maximization model. In a probability maximization model, it is necessary for the decision maker to specify permissible values of objective functions in advance, which have a great infl...

This thesis proposes a new necessary condition for the infeasibility of non-linear optimization problems (that becomes necessary under convexity assumption) which is stated as a Pareto-criticality condition of an auxiliary multiobjective optimization problem. This condition can be evaluated, in a given problem, using multiobjective optimization algorithms, in a search that either leads to a fea...

Exponential penalty function method; Multiobjective fractional programming problem; Convergence Abstract In this paper, we extend the application of exponential penalty function method for solving multiobjective programming problem introduced by Liu and Feng (2010) to solve multiobjective fractional programming problem and analyze the relationship between weak efficient solutions of penalized p...