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| Volume 6, Number 1, January 2009, pp. 21-38 | |||||||||
| João Paulo Costa | |||||||||
| Key words: | |||||||||
| multiobjective linear fractional programming (MOLFP), sum of linear ratios | |||||||||
| Mathematices Subject Classification: 90C32, 90C29 | |||||||||
|
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| Volume 6, Number 1, January 2009, pp. 21-38 | |||||||||
| João Paulo Costa | |||||||||
| Key words: | |||||||||
| multiobjective linear fractional programming (MOLFP), sum of linear ratios | |||||||||
| Mathematices Subject Classification: 90C32, 90C29 | |||||||||
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| Abstract: | |||
| In this paper we present a new technique to compute the maximum of a weighted sum of the objective functions in multiple objective linear fractional programming (MOLFP). This problem is equivalent to the `sum-of-ratios case' [14] problem. The new technique is an improvement of the technique presented in Costa [5] which is basically a Branch & Bound approach. Now a cut is introduced. This cut proves to speed up the technique in all the tests. On average the improvement ranges from 20% to 70% both in terms of running time and in the number of sub-regions Some computational results highlighting the performance of the technique are presented. | |||
| A branch & cut technique to solve a weighted-sum of linear ratios | ||