Acta Mathematica Vietnamica

Acta Mathematica Vietnamica

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EFFICIENCY EQUIVALENT POLYHEDRA FOR THE FEASIBLE SET OF MULTIPLE OBJECTIVE LINEAR PROGRAMMING

NGUYEN THI BACH KIM

pp. 77-85

Abstract

We propose an outer approximation algorithm for constructing a simple efficiency equivalent polyhedron for the feasible set of the multiple objective linear programming problem in the case where the ordering cone induced by the criteria functions is pointed and has a nonempty interior.