The Efficient Outcome Set of
a Bicriteria Linear Programming Problem and Application
N. T. B. Kim1 , N. T. M. Hue2 , and D. P. Vu3
Abstract: We study the efficient outcome set YE of a a bicriteria linear programming
problem (BP ) and present a simple algorithm for generating all extreme points of YE .
Application of the algorithm to the problem of minimizing a convex function over the efficient
set of (BP ) is considered.
1,2,3
Faculty of Applied Mathematics and Informatics
Hanoi University of Technology
1 Dai Co Viet Road, Hanoi, Vietnam
[email protected], [email protected], [email protected]