Most of the known methods for finding all maximal efficient faces of a multiple objective linear programming problem are top-down search (TDS) or bottom-up search (BUS) methods. These methods have many valuable computational advantages but still have large computational efforts for finding all maximal efficient faces. To hold the advantages and improve the drawbacks of them, in this paper, we propose a combined top-down and bottom-up search method for determining all maximal efficient faces of a multiple objective linear programming problem. This method is mainly based on a new efficiency test of faces and some results given in our previous papers. The new efficiency test is used to construct an efficient combination of TDS and BUS methods for finding all maximal efficient faces. By using the idea that the combination is generated to find all maximal efficient faces emanating from every efficient extreme point, the proposed method has all advantages and can improve the drawbacks of known BUS and TDS methods. In addition, based on the advantageous methods chosen to combine, the proposed method still has many advantages over known methods for finding all maximal efficient faces. The method is illustrated by a numerical example.
Mathematics Subject Classification (2010) 90C29 · 90C90