Numerical Procedures in Multiobjective Optimization with Variable Ordering Structures

Multiobjective optimization problems with a variable ordering structure instead of a partial ordering have recently gained interest due to several applications. In the last years a basic theory has been developed for such problems. The difficulty in their study arises from the fact that the binary relations of the variable ordering structure, which are defined by a cone-valued map which associates to each element of the image space a pointed convex cone of dominated or preferred directions, are in general not transitive. In this paper we propose numerical approaches for solving such optimization problems. For continuous problems a method is presented using scalarization functionals which allows the determination of an approximation of the infinite optimal solution set. For discrete problems the Jahn-Graef-Younes method known from multiobjective optimization with a partial ordering is adapted to allow the determination of all optimal elements with a reduced effort compared to a pairwise comparison.