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Branch-and-Bound Variant of an Outcome-Based Algorithm for Optimizing over the Efficient Set of a Bicriteria Linear Programming Problem

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Abstract

The paper presents a finite branch-and-bound variant of an outcome-based algorithm proposed by Benson and Lee for minimizing a lower-semicontinuous function over the efficient set of a bicriteria linear programming problem. Similarly to the Benson-Lee algorithm, we work primarily in the outcome space. Dissimilarly, instead of constructing a sequence of consecutive efficient edges in the outcome space, we use the idea of generating a refining sequence of partitions covering the at most two-dimensional efficient set in the outcome space. Computational experience is also presented.

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Authors and Affiliations

  1. Computer and Automation Institute, Hungarian Academy of Sciences, Budapest, Hungary

    J. Fülöp (Senior Researcher)

  2. Institute of Mathematics, Hanoi, Vietnam

    L. D. Muu (Senior Researcher)

Authors
  1. J. Fülöp
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  2. L. D. Muu
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Fülöp, J., Muu, L.D. Branch-and-Bound Variant of an Outcome-Based Algorithm for Optimizing over the Efficient Set of a Bicriteria Linear Programming Problem. Journal of Optimization Theory and Applications 105, 37–54 (2000). https://doi.org/10.1023/A:1004657827134

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