AN ALGORITHM FOR GENERATING THE EFFICIENT OUTCOME SET IN BI-CRITERIA LINEAR PROGRAMMING PROBLEMS AND APPLICATIONS

Abstract

We study the efficient outcome set YE of a bicriteria linear programming problem (BP) and present a quite simple algorithm for generating all extreme points of YE. As a direct consequence, we obtain the entire efficient outcome set YE. An application to optimize a scalar function h(x) over the efficient set of (BP) in case ofh which is convex and dependent on the criteria is considered