Outcome Set of a Bi-criteria Linear Programming and Application
Nguyen Thi Bach Kim, Nguyễn Thị, Minh Hue, Dao Phan Vu · 2005
We study the ecient outcome set YE of a bi-criteria linear programming problem (BP) and present a quite simple algorithm for generating all extreme points of YE. Application to optimization a scalar function h(x) over the ecient set of ( BP) in case of h which is a convex and dependent on the criteria is considered.