Computing Efficient Solutions of Nonconvex Multi-Objective Problems via Scalarization
نویسنده
چکیده
This paper presents a new method for scalarization of nonlinear multi-objective optimization problems. We introduce a special class of monotonically increasing sublinear scalarizing functions and show that the scalar optimization problem constructed by using these functions, enables to compute complete set of weakly efficient, efficient, and properly efficient solutions of multi-objective optimization problems without convexity and boundedness conditions. Key–Words: Cone separation theorem, Sublinear scalarizing functions, Conic scalarization method, Multiobjective optimization, Proper efficiency
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