Multiple Objective Linear Fractional Programming

This paper presents a simplex-based solution procedure for the multiple objective linear fractional programming problem. By 1 departing slightly from the traditional notion of efficiency and 2 augmenting the feasible region as in goal programming, the solution procedure solves for all weakly efficient vertices of the augmented feasible region. The article discusses the difficulties that must be addressed in multiple objective linear fractional programming and motivates the solution algorithm that is developed.