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

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Document pages: 20 pages

Abstract: In case of mathematical programming problems with conflicting criteria, thePareto set is a useful tool for a decision maker. Based on the geometric propertiesof the Pareto set for a bicriteria linear programming problem, wepresent a simple and fast method to compute this set in the criterion spaceusing only an elementary linear program solver. We illustrate the method bysolving the pig diet formulation problem which takes into account not onlythe cost of the diet but also nitrogen or phosphorus excretions.

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