Alienor method to solve multi-objective linear programming (MOLP)

Purpose – The purpose of this paper is to present an efficient algorithm to solve multi‐objective linear programming (MOLP) problem.Design/methodology/approach – This new approach consists to convert the constrained multicriteria problem into an unconstrained global optimization problem. Then, the Alienor method coupled to the optimization preserving operators* (OPO*) technique is used to solve the transformed problem.Findings – A determinist algorithm for solving general MOLP problem contributes to research in the decision‐makers area.Research limitations/implications – Some improvements could probably be obtained. In future work, other scalarized functions will be used and this algorithm's complexity will be studied.Practical implications – The new algorithm can be advantageously compared with other methods To illustrate this new approach, an example is studied.Originality/value – A new algorithm is given which guarantees all efficient solutions are easily obtained in most cases.