Fast Computation of Pareto Set for Bicriteria Linear Programs with Application to a Diet Formulation Problem

• 作者: F. Dubeau M. E. Ntigura Habingabwa
• 来源期刊: 美国运筹学期刊(英文)
• 学科: 数学
• 关键词: BICRITERIA Linear Program PARETO Set Criterion Space Weighted-Sum DIET FORMULATION TAXATION System
• 年，卷（期）: 2018,（5）
• 页码范围: 323-342
• 页数: 20页
• 分类号: O1

摘要

In case of mathematical programming problems with conflicting criteria, the Pareto set is a useful tool for a decision maker. Based on the geometric properties of the Pareto set for a bicriteria linear programming problem, we present a simple and fast method to compute this set in the criterion space using only an elementary linear program solver. We illustrate the method by solving the pig diet formulation problem which takes into account not only the cost of the diet but also nitrogen or phosphorus excretions.