Purpose
The purpose of this paper is to examine the shortcomings and problems associated with the method proposed by Razavi Hajiagha et al. (2012).
Design/methodology/approach
A multi-objective approach is proposed to solve the grey linear programming problems. In this method, the grey linear problem is converted into a multi-objective problem and then solved.
Findings
According to the numerical example presented in the study by Razavi Hajiagha et al. (2012), this method does not have a correct solution because the solution does not satisfy the constraints and the upper bounds of the variables are equal or less than their lower bound.
Originality/value
In recent years, various methods have been proposed for solving grey linear programming problems. Razavi Hajiagha et al. (2012) proposed a multi-objective approach to solve grey linear programming problems, but this method does not have a correct solution and using this method in other researches studies can reduce the value of the grey system theory.