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<title>Multi-objective linear programming</title>
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<h1 id="firstHeading" class="firstHeading mw-first-heading">
<span id="openzim-page-title" class="mw-page-title-main"><span class="mw-page-title-main">Multi-objective linear programming</span></span>
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<div id="mw-content-text" class="mw-body-content mw-content-ltr" lang="en" dir="ltr"><div class="mw-content-ltr mw-parser-output" lang="en" dir="ltr"><p><b>Multi-objective linear programming</b> is a subarea of <a href="Mathematical_optimization" title="Mathematical optimization">mathematical optimization</a>. A multiple objective linear program (MOLP) is a <a href="Linear_program" class="mw-redirect" title="Linear program">linear program</a> with more than one objective function. An MOLP is a special case of a vector linear program. Multi-objective linear programming is also a subarea of <a href="Multi-objective_optimization" title="Multi-objective optimization">Multi-objective optimization</a>.
</p>
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<div class="mw-heading mw-heading2"><h2 id="Problem_formulation">Problem formulation</h2></div>
<p>In mathematical terms, a MOLP can be written as:
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min _{x}Px\quad {\text{s.t.}}\quad a\leq Bx\leq b,\;\ell \leq x\leq u}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<munder>
<mo movablelimits="true" form="prefix">min</mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>x</mi>
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<mi>P</mi>
<mi>x</mi>
<mspace width="1em"></mspace>
<mrow class="MJX-TeXAtom-ORD">
<mtext>s.t.</mtext>
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<mspace width="1em"></mspace>
<mi>a</mi>
<mo>≤<!-- ≤ --></mo>
<mi>B</mi>
<mi>x</mi>
<mo>≤<!-- ≤ --></mo>
<mi>b</mi>
<mo>,</mo>
<mspace width="thickmathspace"></mspace>
<mi>ℓ<!-- ℓ --></mi>
<mo>≤<!-- ≤ --></mo>
<mi>x</mi>
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</mrow>
<annotation encoding="application/x-tex">{\displaystyle \min _{x}Px\quad {\text{s.t.}}\quad a\leq Bx\leq b,\;\ell \leq x\leq u}</annotation>
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</math></span><img src="./fc2f7fbab835f70a310dfe0454876ee2fa675396.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:38.12ex; height:3.676ex;" alt="{\displaystyle \min _{x}Px\quad {\text{s.t.}}\quad a\leq Bx\leq b,\;\ell \leq x\leq u}" loading="lazy"></span></dd></dl>
<p>where <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle B}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>B</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle B}</annotation>
</semantics>
</math></span><img src="./47136aad860d145f75f3eed3022df827cee94d7a.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.764ex; height:2.176ex;" alt="{\displaystyle B}" loading="lazy"></span> is an <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (m\times n)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo stretchy="false">(</mo>
<mi>m</mi>
<mo>×<!-- × --></mo>
<mi>n</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle (m\times n)}</annotation>
</semantics>
</math></span><img src="./aba857b5d17e977455273ca9af1baf4da35de324.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.085ex; height:2.843ex;" alt="{\displaystyle (m\times n)}" loading="lazy"></span> matrix, <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>P</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle P}</annotation>
</semantics>
</math></span><img src="./b4dc73bf40314945ff376bd363916a738548d40a.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.745ex; height:2.176ex;" alt="{\displaystyle P}" loading="lazy"></span> is a <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (q\times n)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo stretchy="false">(</mo>
<mi>q</mi>
<mo>×<!-- × --></mo>
<mi>n</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle (q\times n)}</annotation>
</semantics>
</math></span><img src="./31fe653108d861f6f3150a8efca77bdf2a930e25.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.114ex; height:2.843ex;" alt="{\displaystyle (q\times n)}" loading="lazy"></span> matrix, <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>a</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle a}</annotation>
</semantics>
</math></span><img src="./ffd2487510aa438433a2579450ab2b3d557e5edc.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.23ex; height:1.676ex;" alt="{\displaystyle a}" loading="lazy"></span> is an <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>m</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle m}</annotation>
</semantics>
</math></span><img src="./0a07d98bb302f3856cbabc47b2b9016692e3f7bc.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.04ex; height:1.676ex;" alt="{\displaystyle m}" loading="lazy"></span>-dimensional vector with components in <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} \cup \{-\infty \}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mo>∪<!-- ∪ --></mo>
<mo fence="false" stretchy="false">{</mo>
<mo>−<!-- − --></mo>
<mi mathvariant="normal">∞<!-- ∞ --></mi>
<mo fence="false" stretchy="false">}</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mathbb {R} \cup \{-\infty \}}</annotation>
</semantics>
</math></span><img src="./d803f13229b881b5f52a24255a3a74f0368af546.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.717ex; height:2.843ex;" alt="{\displaystyle \mathbb {R} \cup \{-\infty \}}" loading="lazy"></span>, <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle b}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>b</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle b}</annotation>
</semantics>
</math></span><img src="./f11423fbb2e967f986e36804a8ae4271734917c3.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.998ex; height:2.176ex;" alt="{\displaystyle b}" loading="lazy"></span> is an <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle m}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>m</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle m}</annotation>
</semantics>
</math></span><img src="./0a07d98bb302f3856cbabc47b2b9016692e3f7bc.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.04ex; height:1.676ex;" alt="{\displaystyle m}" loading="lazy"></span>-dimensional vector with components in <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} \cup \{+\infty \}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mo>∪<!-- ∪ --></mo>
<mo fence="false" stretchy="false">{</mo>
<mo>+</mo>
<mi mathvariant="normal">∞<!-- ∞ --></mi>
<mo fence="false" stretchy="false">}</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mathbb {R} \cup \{+\infty \}}</annotation>
</semantics>
</math></span><img src="./3f5ee15b830c1d223d89dd5c92b99f213a8d88ba.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.717ex; height:2.843ex;" alt="{\displaystyle \mathbb {R} \cup \{+\infty \}}" loading="lazy"></span>, <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \ell }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>ℓ<!-- ℓ --></mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \ell }</annotation>
</semantics>
</math></span><img src="./f066e981e530bacc07efc6a10fa82deee985929e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.97ex; height:2.176ex;" alt="{\displaystyle \ell }" loading="lazy"></span> is an <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>n</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle n}</annotation>
</semantics>
</math></span><img src="./a601995d55609f2d9f5e233e36fbe9ea26011b3b.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}" loading="lazy"></span>-dimensional vector with components in <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} \cup \{-\infty \}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mo>∪<!-- ∪ --></mo>
<mo fence="false" stretchy="false">{</mo>
<mo>−<!-- − --></mo>
<mi mathvariant="normal">∞<!-- ∞ --></mi>
<mo fence="false" stretchy="false">}</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mathbb {R} \cup \{-\infty \}}</annotation>
</semantics>
</math></span><img src="./d803f13229b881b5f52a24255a3a74f0368af546.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.717ex; height:2.843ex;" alt="{\displaystyle \mathbb {R} \cup \{-\infty \}}" loading="lazy"></span>, <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle u}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>u</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle u}</annotation>
</semantics>
</math></span><img src="./c3e6bb763d22c20916ed4f0bb6bd49d7470cffd8.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle u}" loading="lazy"></span> is an <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>n</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle n}</annotation>
</semantics>
</math></span><img src="./a601995d55609f2d9f5e233e36fbe9ea26011b3b.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}" loading="lazy"></span>-dimensional vector with components in <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} \cup \{+\infty \}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mo>∪<!-- ∪ --></mo>
<mo fence="false" stretchy="false">{</mo>
<mo>+</mo>
<mi mathvariant="normal">∞<!-- ∞ --></mi>
<mo fence="false" stretchy="false">}</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mathbb {R} \cup \{+\infty \}}</annotation>
</semantics>
</math></span><img src="./3f5ee15b830c1d223d89dd5c92b99f213a8d88ba.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.717ex; height:2.843ex;" alt="{\displaystyle \mathbb {R} \cup \{+\infty \}}" loading="lazy"></span>
</p>
<div class="mw-heading mw-heading2"><h2 id="Solution_concepts">Solution concepts</h2></div>
<p>A feasible point <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x}</annotation>
</semantics>
</math></span><img src="./87f9e315fd7e2ba406057a97300593c4802b53e4.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}" loading="lazy"></span> is called <i>efficient</i> if there is no feasible point <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>y</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle y}</annotation>
</semantics>
</math></span><img src="./b8a6208ec717213d4317e666f1ae872e00620a0d.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.155ex; height:2.009ex;" alt="{\displaystyle y}" loading="lazy"></span> with <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Px\leq Py}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>P</mi>
<mi>x</mi>
<mo>≤<!-- ≤ --></mo>
<mi>P</mi>
<mi>y</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle Px\leq Py}</annotation>
</semantics>
</math></span><img src="./7173be5655b991e8fada986d0916bcdb585ffe5e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.074ex; height:2.509ex;" alt="{\displaystyle Px\leq Py}" loading="lazy"></span>, <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Px\neq Py}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>P</mi>
<mi>x</mi>
<mo>≠<!-- ≠ --></mo>
<mi>P</mi>
<mi>y</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle Px\neq Py}</annotation>
</semantics>
</math></span><img src="./ac1bdbae6b180e3d558628ffb5d236e74d868010.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.074ex; height:2.676ex;" alt="{\displaystyle Px\neq Py}" loading="lazy"></span>, where <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \leq }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo>≤<!-- ≤ --></mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \leq }</annotation>
</semantics>
</math></span><img src="./440568a09c3bfdf0e1278bfa79eb137c04e94035.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:1.808ex; height:2.176ex;" alt="{\displaystyle \leq }" loading="lazy"></span> denotes the component-wise ordering.
</p><p>Often in the literature, the aim in multiple objective linear programming is to compute the set of all efficient extremal points.....<sup id="cite_ref-EckerKouada1978_1-0" class="reference"><a href="#cite_note-EckerKouada1978-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> There are also algorithms to determine the set of all maximal efficient faces.<sup id="cite_ref-EckerHegner1980_2-0" class="reference"><a href="#cite_note-EckerHegner1980-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> Based on these goals, the set of all efficient (extreme) points can be seen to be the solution of MOLP. This type of solution concept is called <i>decision set based</i>.<sup id="cite_ref-Benson1998_3-0" class="reference"><a href="#cite_note-Benson1998-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup> It is not compatible with an optimal solution of a linear program but rather parallels the set of all optimal solutions of a linear program (which is more difficult to determine).
</p><p>Efficient points are frequently called <i>efficient solutions</i>. This term is misleading because a single efficient point can be already obtained by solving one linear program, such as the linear program with the same feasible set and the objective function being the sum of the objectives of MOLP.<sup id="cite_ref-Ehrgott2015_4-0" class="reference"><a href="#cite_note-Ehrgott2015-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup>
</p><p>More recent references consider <i>outcome set based</i> solution concepts<sup id="cite_ref-HeydeLöhne2011_5-0" class="reference"><a href="#cite_note-HeydeLöhne2011-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup> and corresponding algorithms.<sup id="cite_ref-DauerSaleh1990_6-0" class="reference"><a href="#cite_note-DauerSaleh1990-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-Benson1998_3-1" class="reference"><a href="#cite_note-Benson1998-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup> Assume MOLP is bounded, i.e. there is some <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y\in \mathbb {R} ^{q}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>y</mi>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>q</mi>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle y\in \mathbb {R} ^{q}}</annotation>
</semantics>
</math></span><img src="./1e5dc13ea04ba709ab44a2b4e3787960c0c1d641.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.663ex; height:2.676ex;" alt="{\displaystyle y\in \mathbb {R} ^{q}}" loading="lazy"></span> such that <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle y\leq Px}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>y</mi>
<mo>≤<!-- ≤ --></mo>
<mi>P</mi>
<mi>x</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle y\leq Px}</annotation>
</semantics>
</math></span><img src="./efdffeb917197304114b600c7fb67c0f9c133dd3.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.329ex; height:2.509ex;" alt="{\displaystyle y\leq Px}" loading="lazy"></span> for all feasible <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>x</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle x}</annotation>
</semantics>
</math></span><img src="./87f9e315fd7e2ba406057a97300593c4802b53e4.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}" loading="lazy"></span>. A solution of MOLP is defined to be a finite subset <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {S}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>S</mi>
<mo stretchy="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\bar {S}}}</annotation>
</semantics>
</math></span><img src="./8477edc5727710564fab7b520bd09d19b1fdc95e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.573ex; height:2.676ex;" alt="{\displaystyle {\bar {S}}}" loading="lazy"></span> of efficient points that carries a sufficient amount of information in order to describe the <i>upper image</i> of MOLP. Denoting by <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle S}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>S</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle S}</annotation>
</semantics>
</math></span><img src="./4611d85173cd3b508e67077d4a1252c9c05abca2.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.499ex; height:2.176ex;" alt="{\displaystyle S}" loading="lazy"></span> the feasible set of MOLP, the <i>upper image</i> of MOLP is the set <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {P}}:=P[S]+\mathbb {R} _{+}^{q}:=\{y\in \mathbb {R} ^{q}:\;\exists x\in S:y\geq Px\}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">P</mi>
</mrow>
</mrow>
<mo>:=</mo>
<mi>P</mi>
<mo stretchy="false">[</mo>
<mi>S</mi>
<mo stretchy="false">]</mo>
<mo>+</mo>
<msubsup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mo>+</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>q</mi>
</mrow>
</msubsup>
<mo>:=</mo>
<mo fence="false" stretchy="false">{</mo>
<mi>y</mi>
<mo>∈<!-- ∈ --></mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>q</mi>
</mrow>
</msup>
<mo>:</mo>
<mspace width="thickmathspace"></mspace>
<mi mathvariant="normal">∃<!-- ∃ --></mi>
<mi>x</mi>
<mo>∈<!-- ∈ --></mo>
<mi>S</mi>
<mo>:</mo>
<mi>y</mi>
<mo>≥<!-- ≥ --></mo>
<mi>P</mi>
<mi>x</mi>
<mo fence="false" stretchy="false">}</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\mathcal {P}}:=P[S]+\mathbb {R} _{+}^{q}:=\{y\in \mathbb {R} ^{q}:\;\exists x\in S:y\geq Px\}}</annotation>
</semantics>
</math></span><img src="./46920c08ee1b648e0025ddc4554b88fe0496d583.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:47.56ex; height:3.176ex;" alt="{\displaystyle {\mathcal {P}}:=P[S]+\mathbb {R} _{+}^{q}:=\{y\in \mathbb {R} ^{q}:\;\exists x\in S:y\geq Px\}}" loading="lazy"></span>. A formal definition of a solution <sup id="cite_ref-HeydeLöhne2011_5-1" class="reference"><a href="#cite_note-HeydeLöhne2011-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-Löhne2011_7-0" class="reference"><a href="#cite_note-Löhne2011-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup> is as follows:
</p><p>A finite set <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {S}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>S</mi>
<mo stretchy="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\bar {S}}}</annotation>
</semantics>
</math></span><img src="./8477edc5727710564fab7b520bd09d19b1fdc95e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.573ex; height:2.676ex;" alt="{\displaystyle {\bar {S}}}" loading="lazy"></span> of efficient points is called <i>solution</i> to MOLP if
<span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {conv} P[{\bar {S}}]+\mathbb {R} _{+}^{q}={\mathcal {P}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>conv</mi>
<mo>⁡<!-- ⁡ --></mo>
<mi>P</mi>
<mo stretchy="false">[</mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>S</mi>
<mo stretchy="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
</mrow>
<mo stretchy="false">]</mo>
<mo>+</mo>
<msubsup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mo>+</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>q</mi>
</mrow>
</msubsup>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">P</mi>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \operatorname {conv} P[{\bar {S}}]+\mathbb {R} _{+}^{q}={\mathcal {P}}}</annotation>
</semantics>
</math></span><img src="./0cd4f2c1d4eeb20af1d31d37b6388192bf267746.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:20.545ex; height:3.343ex;" alt="{\displaystyle \operatorname {conv} P[{\bar {S}}]+\mathbb {R} _{+}^{q}={\mathcal {P}}}" loading="lazy"></span> ("conv" denotes the convex hull).
</p><p>If MOLP is not bounded, a solution consists not only of points but of points and directions <sup id="cite_ref-Löhne2011_7-1" class="reference"><a href="#cite_note-Löhne2011-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-LöhneWeißing2017_8-0" class="reference"><a href="#cite_note-LöhneWeißing2017-8"><span class="cite-bracket">[</span>8<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading2"><h2 id="Solution_methods">Solution methods</h2></div>
<p>Multiobjective variants of the <a href="Simplex_algorithm" title="Simplex algorithm">simplex algorithm</a> are used to compute decision set based solutions<sup id="cite_ref-EckerKouada1978_1-1" class="reference"><a href="#cite_note-EckerKouada1978-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-EckerHegner1980_2-1" class="reference"><a href="#cite_note-EckerHegner1980-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-ArmandMalivert1991_9-0" class="reference"><a href="#cite_note-ArmandMalivert1991-9"><span class="cite-bracket">[</span>9<span class="cite-bracket">]</span></a></sup> and objective set based solutions.<sup id="cite_ref-RudloffUlus2016_10-0" class="reference"><a href="#cite_note-RudloffUlus2016-10"><span class="cite-bracket">[</span>10<span class="cite-bracket">]</span></a></sup>
</p><p>Objective set based solutions can be obtained by <a href="Benson's_algorithm" title="Benson's algorithm">Benson's algorithm</a>.<sup id="cite_ref-Benson1998_3-2" class="reference"><a href="#cite_note-Benson1998-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-LöhneWeißing2017_8-1" class="reference"><a href="#cite_note-LöhneWeißing2017-8"><span class="cite-bracket">[</span>8<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading2"><h2 id="Related_problem_classes">Related problem classes</h2></div>
<p>Multiobjective linear programming is equivalent to <a href="Polyhedral_combinatorics" title="Polyhedral combinatorics">polyhedral</a> projection.<sup id="cite_ref-LöhneWeißing2016_11-0" class="reference"><a href="#cite_note-LöhneWeißing2016-11"><span class="cite-bracket">[</span>11<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading2"><h2 id="References">References</h2></div>
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<li id="cite_note-EckerKouada1978-1"><span class="mw-cite-backlink">^ <a href="#cite_ref-EckerKouada1978_1-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-EckerKouada1978_1-1"><sup><i><b>b</b></i></sup></a></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">
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</style><cite id="CITEREFEckerKouada1978" class="citation journal cs1">Ecker, J. G.; Kouada, I. A. (1978). "Finding all efficient extreme points for multiple objective linear programs". <i>Mathematical Programming</i>. <b>14</b> (1): <span class="nowrap">249–</span>261. <a href="Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1007%2FBF01588968">10.1007/BF01588968</a>. <a href="ISSN_(identifier)" class="mw-redirect" title="ISSN (identifier)">ISSN</a>&nbsp;<a rel="nofollow" class="external text" href="https://search.worldcat.org/issn/0025-5610">0025-5610</a>. <a href="S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a>&nbsp;<a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:42726689">42726689</a>.</cite></span>
</li>
<li id="cite_note-EckerHegner1980-2"><span class="mw-cite-backlink">^ <a href="#cite_ref-EckerHegner1980_2-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-EckerHegner1980_2-1"><sup><i><b>b</b></i></sup></a></span> <span class="reference-text"><cite id="CITEREFEckerHegnerKouada1980" class="citation journal cs1">Ecker, J. G.; Hegner, N. S.; Kouada, I. A. (1980). "Generating all maximal efficient faces for multiple objective linear programs". <i>Journal of Optimization Theory and Applications</i>. <b>30</b> (3): <span class="nowrap">353–</span>381. <a href="Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1007%2FBF00935493">10.1007/BF00935493</a>. <a href="ISSN_(identifier)" class="mw-redirect" title="ISSN (identifier)">ISSN</a>&nbsp;<a rel="nofollow" class="external text" href="https://search.worldcat.org/issn/0022-3239">0022-3239</a>. <a href="S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a>&nbsp;<a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:120455645">120455645</a>.</cite></span>
</li>
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