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A revised simplex method for linear multiple objective programs

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Abstract

For linear multiple-objective problems, a necessary and sufficient condition for a point to be efficient is employed in the development of a revised simplex algorithm for the enumeration of the set of efficient extreme points. Five options within this algorithm were tested on a variety of problems. Results of these tests provide indications for effective use of the algorithm.

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This work was partially supported by the Office of Naval Research, Contract No. N00014-67-A-0321-0003 (NR047-095).

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Evans, J.P., Steuer, R.E. A revised simplex method for linear multiple objective programs. Mathematical Programming 5, 54–72 (1973). https://doi.org/10.1007/BF01580111

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  • DOI: https://doi.org/10.1007/BF01580111

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