A WEIGHTED-GRADIENT APPROACH TO MULTIOBJECTIVE LINEAR-PROGRAMMING PROBLEMS USING THE ANALYTIC HIERARCHY PROCESS

This paper presents a Multi-objective Linear Programming (MOLP) algorithm that is using the AHP to generate locally-relevant scaling coefficients and applying them to the projected gradients produced by a variant of Karmarkar's interior-point algorithm known as the affine-scaling primal algorithm. We refer to the class of MOLP algorithms resulting from this variant as Affine-Scaling Interior Multi-objective Linear Programming (ASIMOLP) algorithms.