Abstract
As a step toward the investigation of the multicriteria linear fractional program, this paper provides a thorough analysis of the bicriteria case. It is shown that the set of efficient points is a finite union of linearly constrained sets and the efficient frontier is the image of a finite number of connected line segments of efficient points. A simple algorithm using only one-dimensional parametric linear programming techniques is developed to evaluate the efficient frontier.
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Communicated by P. L. Yu
This research was partially supported by NRC Research Grant No. A4743. The authors wish to thank two anonymous referees for their helpful comments on an earlier draft of this paper.
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Choo, E.U., Atkins, D.R. Bicriteria linear fractional programming. J Optim Theory Appl 36, 203–220 (1982). https://doi.org/10.1007/BF00933830
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DOI: https://doi.org/10.1007/BF00933830