Lexicographic and Lexicographic Egalitarian Bi-Objective Linear Programming
DOI:
https://doi.org/10.31224/8599Keywords:
linear programming, lexicographic, lexicographic egalitarian, weighted averageAbstract
We show that the set of solutions of a lexicographic bi-objective linear programming problem is equal to the set of solutions of a linear programming problem with the same constraints and whose objective function is a non-negative and non-zero weighted sum of the two objective functions. We also show that the set of solutions of a lexicographic egalitarian bi-objective linear programming problem is equal to the set of solutions of a linear programming problem with the same constraints and whose objective function is a non-negative and non-zero weighted sum of the minimum and maximum of the two objective functions.
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