V. Blanco, J. Puerto, S. Ben-Ali

Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all Pareto-optimal solutions of MOLP. We present an explicit construction, based on a transformation of any MOLP into a finite sequence of SemiDefinite Programs (SDP), the solutions of which give the entire set of Pareto-optimal extreme points solutions of MOLP. These SDP problems are solved by interior point methods; thus our approach provides a pseudo-polynomial interior point methodology to find the set of Pareto-optimal solutions of MOLP.

Palabras clave: multiobjective linear programming semidefinite programming moment problem

E. Conde Sánchez

L. Huerga Pastor, C. Gutiérrez Vaquero, V. Novo Sanjurjo

M. Luque Gallego, F. Ruiz de la Rúa, J. M. Cabello González, A. B. Ruiz Mora