Generating Pareto Optimal Solutions of Multi-Objective LFPP with Interval Coefficients Using ∊-Constraint Method

Abstract

This paper illustrates a procedure to generate pareto optimal solutions of multi-objective linear fractional programming problem (MOLFPP) with closed interval coefficients of decision variables both in objective and constraint functions. ∊-constraint method is applied to produce pareto optimal solutions comprising most preferred solution to satisfy all objectives. A numerical example is solved using our proposed method and the result so obtained is compared with that of fuzzy programming which justifies the efficiency and authenticity of the proposed method.

Keywords:

• multi-objective LFPP
• ∊-constraint method
• closed interval coefficients
• Fuzzy programming

AMS Subject Classification:

• 90C32