Interactive bicriteria linear programming systems implemented on a personal computer

摘要

Linear programming is one of the most widely used Operations Research/Management Science/Industrial Engineering techniques. Recently, multiple criteria decision making or multiple objective linear programming has been well established as a practical approach to seeking satisfactory solutions to real-world decision problems. Also, much attention has been focused on a personal computer as an economical management tool.

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A bicriteria linear programming problem arises as a special case of multiple objective linear programming problems when only two objective functions are of interest. In this paper we develop a bicriteria revised simplex method using the compromise technique for interactively solving bicriteria linear programming problems on a personal computer. In the software package Micro-BLP implemented here, we can also solve single objective linear programming problems and design a conversational and user-friendly system.