AN ALGORITHM FOR A MULTICRITERIA OPTIMIZATION PROBLEM an‎d ITS APPLICATION TO A FACILITY LOCATION PROBLEM

In this paper, a new algorithm is proposed for solving a multicriteria optimization problem where the feasible set is an m-dimensional cube. In fact, the idea of the multicriteria big cube small cube method is employed to develop the new algorithm. It is proved that, for a given epsilon vector, the output of the suggested algorithm involves all epsilon efficient solutions as well as all efficient solutions. Furthermore, the algorithm is applied to a multicriteria location problem. The results show that the recommended algorithm can obtain more epsilon efficient solutions in comparison with the main multicriteria big cube small cube method.