Optimization over an integer efficient set of a Multiple Objective Linear Fractional Problem

The problem of optimizing a real valued function over an efficient set of the Multiple Objective Linear Fractional Programming problem (MOLFP) is an important field of research and has not received as much attention as did the problem of optimizing a linear function over an efficient set of the Multiple Objective Linear Programming problem (MOLP).In this work an algorithm is developed that optimizes an arbitrary linear function over an integer efficient set of problem (MOLFP) without explicitly having to enumerate all the efficient solutions. The proposed method is based on a simple selection technique that improves the linear objective value at each iteration.A numerical illustration is included to explain the proposed method.