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A PARAMETRIC SIMPLEX METHOD FOR OPTIMIZING A LINEAR FUNCTION OVER THE EFFICIENT SET OF A BICRITERIA LINEAR PROBLEM

NGUYEN DINH DAN, LE DUNG MUU

Abstract

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

Viện nghiên cứu cao cấp về toán Hội Toán học Mỹ MathScinet Thư viện số (VAST) Arxiv
Lịch hoạt động chung Lịch sử dụng phòng, hội trường, hội thảo Ảnh hoạt động
Giới thiệu Đăng nhập Đăng ký tài khoản Quên mật khẩu Chính sách bảo mật
Messages2TimelineExceptionsViews8RouteQueries108Models431MailsGateSessionRequest
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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      Metadata
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