An interior multiobjective linear programming algorithm

This paper presents a multiobjective linear programming (MOLP) algorithm that is based on one variant of Karmarkar’s interior-point algorithm known as the affine scaling primal algorithm. It is shown that by using convex combinations of individual projected gradients derives a combined direction, which is stepped along toward the next iterate. The class of MOLP algorithms resulting from this variant is referred to as affine-scaling interior multiobjective linear programming (ASIMOLP) algorithms.