The computational algorithm for the parametric objective function

Saul Guss
U. S. Air Force
United States
Thomas Saaty
Joseph M. Katz Graduate School of Business
University of Pittsburgh
United States

Publication date: Mar, 1955

Journal: Naval research logistics quarterly
Vol.: 1- Issue: 1-2- Pages: 39-45

Abstract: If a linear programming problem involves two objective functions, it is desirable to learn all solutions depending on the relative weight attached to the two functions. This paper presents details of an algorithm which finds these solutions systematically.

Keywords: Linear programming, Two objective functions, Parametric objective function