The Efficient Outcome Set of a Bi-criteria Linear Programming and Application

Bach Kim Nguyen Thi (ntbkim_bkyahoo.com)
Minh Hue Nguyen Thi (huetm1982yahoo.com)
Phan Vu Dao (daophanvuyahoo.com)

Abstract: We study the efficient outcome set $Y_E$ of a bi-criteria linear programming problem $(BP)$ and present a quite simple algorithm for generating all extreme points of $Y_E$. Application to optimization a scalar function $h(x)$ over the efficient set of $(BP)$ in case of $h$ which is a convex and dependent on the criteria is considered.

Keywords: Bi-criteria linear programming;Efficient outcome set; Optimization over the efficient set

Category 1: Other Topics (Multi-Criteria Optimization )

Citation: submitted to Acta mathematica Vietnamica

Download: [PDF]

Entry Submitted: 11/14/2005
Entry Accepted: 11/30/2005
Entry Last Modified: 11/14/2005

Modify/Update this entry