Solving multiobjective linear programming problems using ball center of polytopes

Abstract

Here‎, ‎we aim to develop a new algorithm for solving a multiobjective linear programming problem‎. ‎The algorithm is to obtain a solution which approximately meets the decision maker's preferences‎. ‎It is proved that the proposed algorithm always converges to a weak efficient solution and at times converges to an efficient solution‎. ‎Numerical examples and a simulation study are used to illustrate the performance of the proposed algorithm‎.