The Efficient Outcome Set of a Bi-criteria Linear Programming and Application

We study the efficient outcome set $Y_E$ of a bi-criteria linear programming problem $(BP)$ and present a quite simple algorithm for generating all extreme points of $Y_E$. Application to optimization a scalar function $h(x)$ over the efficient set of $(BP)$ in case of $h$ which is a convex and dependent on the criteria is considered. … Read more