I'm trying to solve a multiple objective linear program. I want to find the set of solutions that both maximises one function and minimises another. There won't be just one solution because changing things around to get a higher maximum will also increase the other function, and vice versa.
I can't find a package that does this. I am familiar with regular linear programming (ie one objective) and have used lpSolve, but not when there is more than one. Can anyone suggest a package please?