A Solution Method for the Large-Scale Multi Objective Linear Programming

Multiobjective linear programming (MOLD) is one of the foundamental topics in studying the general multiobjective programming.The current adopted methods for solving such a problem seem not so effective.and sometimes not so strict theoretically.For example,the well-known weighting method is rime-consuming and also easy to leave out some part of total non-inferior solution set.While other analytical methods like the multiobjective Simplex Method require usually a lot of computation work.In this paper we present an analytical method (called the least reduction rate method) for solving a large scale multiobjective linear programming,which not only gives a strict and complete solution set,but also requires relatively much less computational work.The proposed method may be applied to solve strictly the large-scale,multiobjective quadratic program equally well.