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