An Active-Set Line-Search Algorithm for Solving Multi-Objective Transportation Problem

Abstract

In this paper, an algorithm is proposed to solve multi-objective transportation (MOT) problem, where the MOT problem converting to a single-objective constrained optimization (SOCO) problem by using weighted method. In the proposed algorithm an active set strategy is used together with multiplier method to transform SOCO problem to unconstrained optimization problem and we used an active-set line-search algorithm to solve it. In this work, the effect of changing weights on MOT problem is studied to show the degree of satisfaction of each objective. We also make a comparative study between our proposed approach and different approaches treated the multi-objective transportation problem before. The proposed approach is carried out on two multi-objective transportation test problems.