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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

Author

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  • J. Fülöp

    (Hungarian Academy of Sciences)

  • L. D. Muu

    (Institute of Mathematics)

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.

Suggested Citation

  • J. Fülöp & L. D. Muu, 2000. "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, Springer, vol. 105(1), pages 37-54, April.
    • Handle: RePEc:spr:joptap:v:105:y:2000:i:1:d:10.1023_a:1004657827134
    DOI: 10.1023/A:1004657827134
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    References listed on IDEAS

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    Cited by:

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    2. S.T. Hackman & U. Passy, 2002. "Maximizing a Linear Fractional Function on a Pareto Efficient Frontier," Journal of Optimization Theory and Applications, Springer, vol. 113(1), pages 83-103, April.

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