Trade-off rates in the hyperplane method for multiobjective optimization problems (Q911477): Difference between revisions

In a recent paper [ibid. 39, No.1, 61-70 (1989; Zbl 0677.90069)] the authors proposed a fully integrated scalarizing method, called hyperplane method. In this paper they develop a meaningful formula which relates the trade-off rates within the Pareto optimal solution set to the Lagrange multipliers of the hyperplane method. It is shown that such a formula can be regarded as a generalized version of the trade-off rate formulae for all of the well-known scalarizing problems. A numerical example illustrates the various aspects of the results developed in this paper.