Abstract
The problem of optimizing a linear plus linear fractional function is an important field of search, it is a difficult problem since the linear plus linear fractional function doesn’t possess any convexity propriety. In this paper, we propose a method that generates the set of the efficient solutions of multiobjective integer linear plus linear fractional programming problem. Our method consists in Branch-and-Bound exploration combined with cutting plane technique that allows to remove from search inefficient solutions. The cutting plane technique takes into account the inefficiency of a solution in another problem that implies the inefficiency of that solution in our problem and uses this link to reduce the exploration’s domain.
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Authors work was supported by the Direction Générale de la Recherche Scientifique et du Développement Technologique (DGRSDT) Grant ID: C0656104.
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Cherfaoui, Y., Moulaï, M. Generating the efficient set of MultiObjective Integer Linear plus Linear Fractional Programming Problems. Ann Oper Res 296, 735–753 (2021). https://doi.org/10.1007/s10479-020-03581-0
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DOI: https://doi.org/10.1007/s10479-020-03581-0