Linear Multiple Objective Problems with Interval Coefficients

Abstract

In this paper we consider linear multiple objective programs with coefficients of the criteria given by intervals. This class of problems is of practical interest since in many instances it is difficult to determine precisely the coefficients of the objective functions. A subproblem to test if a feasible extreme point is efficient in the problem considered is obtained. A branch and bound algorithm to solve the subproblem as well as computational results are provided. Extensions are discussed.