Supply Chain Lab Multi-Objective LP Studio Lab Home
Optimisation & Network Design

Multi-Objective LP Studio

One plan rarely wins on every objective. Set two competing objectives - profit and service - slide the weight between them, and watch the simplex algorithm walk corner to corner in decision space while the very same walk traces out the Pareto frontier in objective space.

How to use it

Interactive studio

Objective 1 - profit Z1 (max)

Objective 2 - service Z2 (max)

Solution method

all service (w=0)all profit (w=1)
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Fourth classic method - targets and deviations: Goal Programming Studio.

Resource A - assembly hours

Resource B - machine hours

Storage cap

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Profit Z1 at optimum
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Service Z2 at optimum
Decision space (X1, X2)
Objective space (Z1, Z2)

The shaded polygon is every feasible plan; simplex only ever visits its corners. On the right, each corner is re-plotted by its two objective values - corners on the red chain are Pareto-optimal: you cannot improve one objective without giving up the other.

Watch the walk in both charts at once.

    Corners - objective values & Pareto status

    Corner (X1, X2)Z1 profitZ2 serviceWeighted ZStatusBest for w in

    A corner is Pareto-optimal when no other corner beats it on both objectives at once. Every weight w between 0 and 1 selects some Pareto corner - the last column shows which weights select this one. Swipe the table sideways to see every column.

    Try these experiments

    1. Slide w slowly from 1 to 0 and watch the star jump corner to corner along the Pareto frontier - it never visits a dominated corner.
    2. Find the critical weight where the optimum jumps: exactly there, two corners tie and the whole edge between them is optimal (alternate optima).
    3. Make the two objectives proportional (e.g. service = profit row doubled) - the Pareto frontier collapses to a single corner: no trade-off, no conflict.
    4. Raise the storage cap until it goes slack - the feasible polygon grows a corner and the frontier gains a new trade-off point.
    5. Switch to ε-constraint and sweep ε from 0 to max - the teal floor climbs, the polygon shrinks, and the optimum walks the whole frontier point by point.
    6. In lexicographic mode, flip the priority order - when the phase-1 optimum is a single corner, phase 2 has nothing left to decide; ties only matter on an optimal edge.

    About this tool

    The concept

    With two objectives there is no single "best" plan - there is a Pareto frontier of plans where improving one objective must cost the other. The weighted-sum method turns each choice of weight w into an ordinary LP that simplex can solve.

    How it works

    We enumerate the feasible polygon's corners exactly, then run the simplex idea geometrically: pivot to a better adjacent corner until none improves. Weighted sum blends the objectives; ε-constraint turns one into a floor that trims the polygon; lexicographic runs simplex twice, the second pass confined to the first pass's optimal face.

    Winning strategy

    Read the objective-space chart first: count the Pareto corners, then use the weight slider to price the trade-off - the slope between two adjacent Pareto corners tells you how much service one dollar of profit costs. Dominated corners are never worth defending.