Goal attainment method and Taylor series approximation to solve multi-objective linear fractional programming problem

Abstract

This paper illustrates the use of goal attainment method with Taylor series approximation to produce a set of Pareto optimal solutions of a multi-objective linear fractional programming problem (MOLFPP). The relative gap in between the aspired goal and the feasible objective space is minimised along different search directions by introducing several non-negative and normalised weight vectors. To justify the effectiveness of our proposed method, a practical problem with numerical example is solved and the results are compared with that of existing fuzzy max-min operator method. � 2015 Inderscience Enterprises Ltd.