A Comparison of Benson’s Outer Approximation Algorithm with an Extended Version of Multiobjective Simplex Algorithm
Algorithm 2
Extended Multiobjective Simplex Algorithm.
(0)
Input:
(1)
Initialize: ;
Phase I: solve the LP min . If the optimal value of LP is not zero; STOP; . Otherwise, x0 is a basic feasible solution of MOLP.
Phase II : solve the LP min . If it is infeasible STOP, . Otherwise, is an optimal solution. Find optimal basis B and basic feasible solution of LP min ;.