Finding All Efficient Solutions of an Interval Multiple Objective Linear Programming Problem

Abstract

In this paper, we propose a method to find all efficient solutions of an interval multiple objective linear programming (IMOLP) problem with interval coefficients in the objective functions, the constraint matrix and the right-hand side vector. The set of all efficient solutions of an IMOLP problem can completely supply information to the decision makers in finding their most preferred solutions but, up to now, not all solutions of an IMOLP problem can be found by known methods. A numerical example is given to illustrate the working of the proposed method.