A PARAMETRIC SIMPLEX METHOD FOR OPTIMIZING A LINEAR FUNCTION OVER THE EFFICIENT SET OF A BICRITERIA LINEAR PROBLEM
NGUYEN DINH DAN, LE DUNG MUU
The problem of optimizing a linear function over the efficient set of a multiple objective problem has many applications in multiple criteria decision making. The main difficulty of this problem is that its feasible region, in general, is a nonconvex set. In this paper we develop a fast algorithm for optimizing a linear function over the efficient set of a bicriteria linear programming problem. The method is a parametric simplex procedure using one parameter in the objective function.
Viện Toán học, Viện Hàn lâm Khoa học và Công nghệ Việt Nam
Địa chỉ: Số 18 đường Hoàng Quốc Việt, quận Cầu Giấy, Hà Nội
Điện thoại: 024 37563474 - Fax: 024 37564303
Email: vientoan@math.ac.vn
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