Benson's algorithm, named after Harold Benson, is a method for solving multi-objective linear programming problems and vector linear programs.
This works by finding the "efficient extreme points in the outcome set".
[1] The primary concept in Benson's algorithm is to evaluate the upper image of the vector optimization problem by cutting planes.
[2] Consider a vector linear program for
and a polyhedral convex ordering cone
In particular, Benson's algorithm finds the extreme points of the set
, one obtains the special case of a multi-objective linear program (multiobjective optimization).
There is a dual variant of Benson's algorithm,[3] which is based on geometric duality[4] for multi-objective linear programs.
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