In this paper, we integrate goal programming (GP), Taylor Series, Kuhn-Tucker conditions and Penalty Function approaches to solve linear fractional bi-level programming (LFBLP)problems. As we know, the Taylor Series is having the property of transforming fractional functions to a polynomial. In the present article by Taylor Series we obtain polynomial objective functions which are equivalent...

We introduce in this paper a new starting mechanism for multiple-objective linear programming (MOLP) algorithms. This makes it possible to start an algorithm from any solution in objective space. The original problem is first augmented in such a way that a given starting solution is feasible. The augmentation is explicitly or implicitly controlled by one parameter during the search process, whi...

This paper proposes a compromise model, based on the technique for order preference through similarity ideal solution (TOPSIS) methodology, to solve the multi-objective large-scale linear programming (MOLSLP) problems with block angular structure involving fuzzy parameters. The problem involves fuzzy parameters in the objective functions and constraints. This compromise programming method is ba...

This paper extends the proposed method by Jahanshahloo et al. (2004) (a method for generating all the efficient solutions of a 0–1 multi-objective linear programming problem, Asia-Pacific Journal of Operational Research). This paper considers the recession direction for a multi-objective integer linear programming (MOILP) problem and presents necessary and sufficient conditions to have unbounde...

We develop in this article a geometric approach to duality in Multiple Objective Linear Programming. This approach is based on a very old idea, the duality of polytopes, which can be traced back to the old Greeks. We show that there is an inclusion reversing one-to-one map between the minimal faces of the image of the primal objective and the maximal faces of the image of the dual objective map.

This paper uses the L1−norm and the concept of the non-dominated vector, topropose a method to find a well-dispersed subset of non-dominated (WDSND) vectorsof a multi-objective mixed integer linear programming (MOMILP) problem.The proposed method generalizes the proposed approach by Tohidi and Razavyan[Tohidi G., S. Razavyan (2014), determining a well-dispersed subset of non-dominatedvectors of...

We discuss two approaches to duality for multiple objective linear problems. The first approach is based on a duality relation between a set and its complement in the outcome space. It allows us to obtain a number of known duality constructions. The second approach utilizes polarity between a polyhedral set and the epigraph of its support function. It leads to a parametric dual problem which is...

The application of fuzzy approach models to forecast has been drawing a lot of attention. This study proposes a fuzzy approach to forecasting using a financial data set. The methodology used is multiple objective linear programming (MOLP). Selecting an individual forecast based upon a single objective may not make the best use of available information for a variety of reasons. Combined forecast...

We present a new model and a new approach for solving fuzzylinear programming (FLP) problems with various utilities for the satisfactionof the fuzzy constraints. The model, constructed as a multi-objective linearprogramming problem, provides flexibility for the decision maker (DM), andallows for the assignment of distinct weights to the constraints and the objectivefunction. The desired solutio...