Consider the multiobjective LP max x1 + 5x2 max x1 s.t. x1 - 2x2 2 x1

Question:

Consider the multiobjective LP max x1 + 5x2 max x1 s.t. x1 - 2x2 … 2 x1 + 2x2 … 12 2x1 + x2 … 9 x1, x2 Ú 0

(a) Show graphically that the optimal solutions taken separately for each objective do not coincide.

(b) Determine graphically whether each of the following is an efficient point: (2,0),

(4,7), (3,3), (2,5), (2,2), (0,6).

(c) Use graphic solution to sketch the efficient frontier for this model in an objective value graph like Figure 8.4.

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