Branch-and-bound variant of an outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem

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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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: ,
Keywords: programming: multiple criteria
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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