Ein Algorithmus zur Lösung linearer Vektormaximumprobleme

Abstract

This paper presents an algorithm by which all efficient solutions for a linear vector maximum problem are determined. The procedure comprises three steps. In the first step an initial efficient basic solution for the considered linear vector maximum problem is determined unless the set of efficient solutions is empty. The set of all efficient basic solutions and all efficient extreme rays is established in a second step. Finally, the set of all efficient solutions is constructed as a union of a finite number of sets of efficient solutions.