Abstract
In finite dimensional Euclidean space, we prove the contractibility of the efficient frontier of simply shaded sets. This work extends the result of Peleg [7], which confirms the contractibility of the efficient frontier in the convex case.
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Benoist, J. Contractibility of Efficient Frontier of Simply Shaded Sets. Journal of Global Optimization 25, 321–335 (2003). https://doi.org/10.1023/A:1022448811953
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DOI: https://doi.org/10.1023/A:1022448811953