Linear Multiple Objective Programming
Multiple objective optimisation has undergone considerable development in recent years and several approaches have been investigated. One of the closest to single objective optimisation is vector optimisation, in which efficient (non-dominated, admissible, Pareto optimal) solutions are sought. Since linear programming exhibits a particularly complete body of theory, we might expect the same to be true of vector linear programming and in this lecture we will describe some aspects of this theory.
KeywordsConvex Cone Simplex Method Single Objective Optimisation Efficient Point Single Objective Problem
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