Le Dung Muu and Hoang Quang Tuyen

Abstract

        We formulate the problem of optimizing a linear function over the weakly efficient set of a multicriteria affine fractional program as a special bilinear problem. For solving the latter problem, we propose a decomposition branch-and-bound algorithm taking into account the affine fractionality of the criterion function. The bounding uses only linear subprograms, the branching takes place over a simplex in the criteria space.