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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

  • J. Fülöp
  • L. D. Muu
Article

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.

multiple-criteria decision making efficient set global optimization branch-and-bound methods 

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Copyright information

© Plenum Publishing Corporation 2000

Authors and Affiliations

  • J. Fülöp
    • 1
  • L. D. Muu
    • 2
  1. 1.Computer and Automation InstituteHungarian Academy of SciencesBudapestHungary
  2. 2.Institute of MathematicsHanoiVietnam

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