Abstract
Because a rational decision maker should only select an efficient alternative in multiple criterion decision problems, the efficient frontier defined as the set of all efficient alternatives has become a central solution concept in multiple objective linear programming. Normally this set reduces the set of available alternatives of the underlying problem. There are several methods, mainly based on the simplex method, for computing the efficient frontier. This paper presents a quite different approach which uses a nonlinear parametric program, solved by Wolfe's algorithm, to determine the range of the efficient frontier.
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Rhode, R., Weber, R. The range of the efficient frontier in multiple objective linear programming. Mathematical Programming 28, 84–95 (1984). https://doi.org/10.1007/BF02612714
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DOI: https://doi.org/10.1007/BF02612714