Let P(λ,μ)=min{f1(x)+λf2(x)+μf3(x)•x∈D∈. The authors present a method that constructs P(λ,μ) for all λ,μ in a given interval in O(fëT(n)+f2) time, where f denotes the number of faces of P(λ,μ) in the interval and T(n) denotes the time needed to solve the associated nonparametric problem.