PROPOSAL OF A SOLUTION TO MULTI OBJECTIVE LINEAR FRACTIONAL PROGRAMMING PROBLEM

Abstract

In this paper, we have proposed a solution algorithm for solving Multi Objective Linear Fractional Programming Problem (MOLFPP). We have positive objective functions for all x is an element of X by translating objective functions that are negative for some x is an element of X. Then, we have a single objective function as minimization of the deviations from maximum values of objective functions in the feasible region. So, MOLFPP transformed to goal programming problem. The proposed algorithm to solving MOLFPP always yields efficient solutions. Using the proposed solution to MOLFPP have been given three numerical examples and solved them using computer packet program WinQSB.