Abstract
This paper presents an algorithm for the enumeration of the set of all efficient solutions for a linear multiple objective program. The procedure first finds whether an efficient solution exists for a given linear multiple objective program and then determines an initial efficient basic solution. In a second step the set of all efficient basic solutions and of all efficient extreme rays is established. Finally, the set of all efficient solutions is constructed as a union of a minimal number of convex sets of efficient solutions. The procedure developed in this paper will be illustrated by a numerical example.
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