Article ID: | iaor2001477 |
Country: | United States |
Volume: | 105 |
Issue: | 1 |
Start Page Number: | 37 |
End Page Number: | 54 |
Publication Date: | Apr 2000 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Fulop J., Muu L.D. |
Keywords: | programming: multiple criteria |
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.