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Acta Mathematica Vietnamica

EFFICIENCY EQUIVALENT POLYHEDRA FOR THE FEASIBLE SET OF MULTIPLE OBJECTIVE LINEAR PROGRAMMING

icon-email NGUYEN THI BACH KIM

Abstract

We propose an outer approximation algorithm for constructing a simple efficiency equivalent polyhedron for the feasible set of the multiple objective linear programming problem in the case where the ordering cone induced by the criteria functions is pointed and has a nonempty interior.