A Method to Find All Efficient Solutions of an Interval Multiple Objective Linear Programming Problem

Abstract In this paper, we propose a method to find all efficient solutions of an interval multiple objective linear programming (IMOLP) problem with interval coefficients in the objective functions, the constraint matrix, and the right-hand side vector. Up to now, there are no methods that deal with finding all efficient solutions of an IMOLP problem. The proposed method is simple and can be easily implemented. The performance of the proposed method is illustrated by a numerical example.