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Finding all efficient extreme points for multiple objective linear programs

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Abstract

In this paper we develop a method for finding all efficient extreme points for multiple objective linear programs. Simple characterizations of the efficiency of an edge incident to a nondegenerate or a degenerate efficient vertex are given. These characterizations form the basis of an algorithm for enumerating all efficient vertices. The algorithm appears to have definite computational advantages over other methods. Some illustrative examples are included.

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Ecker, J.G., Kouada, I.A. Finding all efficient extreme points for multiple objective linear programs. Mathematical Programming 14, 249–261 (1978). https://doi.org/10.1007/BF01588968

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  • DOI: https://doi.org/10.1007/BF01588968

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