Additive and multiplicative tolerance in multiobjective linear programming

Abstract

We consider a multiobjective linear program. We propose a procedure for computing an additive and multiplicative (percentage) tolerance in which all the objective function coefficients may simultaneously and independently vary while preserving the efficiency of a given solution.

For a nondegenerate basic solution, the procedure runs in polynomial time.

Keywords

• Additive
• multiplicative
• tolerance
• multiobjective
• linear
• programming