Question

Consider the following feasible region:
P = {x:Ax=b, x≥0}.

Now suppose that you have two objective functions: a “primary” cT x and a “secondary” dT x (think of the primary objective function as the main goal of the company, say profit, and of the secondary one as some organization-related issue, say a measure of how fairly the tasks are divided among the employees). Describe an algorithm that finds, among all vectors that maximize the primary objective function, the one that achieves the maximum value of the secondary objective function.

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