Author/Authors :
-، - نويسنده Department of Applied Mathematics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran. Yaghoobi, M. A. , -، - نويسنده Department of Applied Mathematics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran. H. Dehmiry, A.
Abstract :
Here, we aim to develop a new algorithm for solving a multiobjective linear programming problem. The algorithm is to obtain a solution which approximately meets the decision makerʹs preferences. It is proved that the proposed algorithm always converges to a weak efficient solution and at times converges to an efficient solution. Numerical examples and a simulation study are used to illustrate the performance of the proposed algorithm.