The main contribution of this paper is the procedure that constructs a good approximation to the non-dominated set of multiple objective linear fractional programming problem using the solutions to certain linear optimization problems. In our approach we propose a way to generate a discrete set of feasible solutions that are further used as starting points in any procedure for deriving efficient solutions. The efficient solutions are mapped into non-dominated points that form a 0th order approximation of the Pareto front. We report the computational results obtained by solving random generated instances, and show that the approximations obtained by running our procedure are better than those obtained by running other procedures suggested in the recent literature. We evaluated the quality of each approximation using classic metrics.
Solving a Fully Rough Integer Linear Fractional Programming Problem
