Journal of the Korean Operations Research and Management Science Society (한국경영과학회지)

The Korean Operations Research and Management Science Society (한국경영과학회)
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An Algorithm for Optimizing over the Efficient Set of a Bicriterion Linear Programming

  • Published : 1995.04.01
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Abstract

In this paper a face optimization algorithm is developed for solving the problem (P) of optimizing a linear function over the set of efficient solution of a bicriterion linear program. We show that problem (P) can arise in a variety of practical situations. Since the efficient set is in general a nonoconvex set, problem (P) can be classified as a global optimization problem. The algorithm for solving problem (P) is guaranteed to find an exact optimal or almost exact optimal solution for the problem in a finite number of iterations. The algorithm can be easily implemented using only linear programming method.

Keywords

References

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