Abstract
This paper deals with the problem of maximizing a function over the efficient set of a linear multiple objective program. The approach is to formulate a biobjective program with an appropriate efficient set. The penalty function approach is motivated by an auxiliary problem due to Benson.
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Dauer, J.P., Fosnaugh, T.A. Optimization over the efficient set. J Glob Optim 7, 261–277 (1995). https://doi.org/10.1007/BF01279451
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DOI: https://doi.org/10.1007/BF01279451