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Efficiency in multiple objective optimization problems

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Abstract

We generalize many of the results on efficient points for linear multiple objective optimization problems to the nonlinear case by focusing on an auxiliary problem. The approach, which relies on duality theory, is a straightforward development that even in the linear case yields simpler proofs.

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This research was partially supported by the National Science Foundation through Grant No. ENG 74-15488.

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Wendell, R.E., Lee, D.N. Efficiency in multiple objective optimization problems. Mathematical Programming 12, 406–414 (1977). https://doi.org/10.1007/BF01593807

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