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A Sequential Method for a Class of Bicriteria Problems

In: Generalized Convexity and Related Topics

Author

Listed:
  • Laura Martein

    (University of Pisa)

  • Valerio Bertolucci

    (University of Pisa)

Abstract

Summary The aim of the paper is to suggest a sequential method for generating the set E of all efficient points of a bicriteria problem P B where the feasible region is a polytope and whose criteria are a linear function and a concave function which is the sum of a linear and the reciprocal of an affine function. The connectedness of E and some theoretical properties of P B allow to give a finite simplex-like algorithm based on a suitable post-optimality analysis carried on a scalar parametric problem where the linear criteria plays the role of a parametric constraint.

Suggested Citation

  • Laura Martein & Valerio Bertolucci, 2007. "A Sequential Method for a Class of Bicriteria Problems," Lecture Notes in Economics and Mathematical Systems, in: Generalized Convexity and Related Topics, pages 347-358, Springer.
    • Handle: RePEc:spr:lnechp:978-3-540-37007-9_21
    DOI: 10.1007/978-3-540-37007-9_21
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    Cited by:

    1. Riccardo Cambini & Laura Carosi & Laura Martein, 2017. "Generating the efficient frontier of a class of bicriteria generalized fractional programming," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 81-101, November.

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