Authors: Stanojević, Bogdana 
Stanojević, Milan
Title: A computationally efficient algorithm to approximate the pareto front of multi-objective linear fractional programming problem
Journal: RAIRO - Operations Research
Volume: 53
Issue: 4
First page: 1229
Last page: 1244
Issue Date: 1-Oct-2019
Rank: M23
ISSN: 0399-0559
DOI: 10.1051/ro/2018083
Abstract: 
The main contribution of this paper is the procedure that constructs a good approximation to the non-dominated set of multiple objective linear fractional programming problem using the solutions to certain linear optimization problems. In our approach we propose a way to generate a discrete set of feasible solutions that are further used as starting points in any procedure for deriving efficient solutions. The efficient solutions are mapped into non-dominated points that form a 0th order approximation of the Pareto front. We report the computational results obtained by solving random generated instances, and show that the approximations obtained by running our procedure are better than those obtained by running other procedures suggested in the recent literature. We evaluated the quality of each approximation using classic metrics.
Keywords: 0th order approximation | Efficient solution | Fractional programming | Multiple objective programming | Non-dominated point
Publisher: EDP Sciences
Project: Optimization of Distributive and Reverse Flows in Logistic Systems 
Multimodal Biometry in Identity Management 

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