Efficiency and solution approaches to bicriteria nonconvex programs (Q1368736): Difference between revisions

The authors consider bicriteria optimization problems in finite dimensions. Based on the known \(\varepsilon\)-constranit auxiliary problem and a special augmented Lagrangian a scalarization technique is presented. The concepts of \(q_i\)-approachable points and a so-called augmented duality gap are proposed. The relationship between approachability and efficiency is studied, and the connectedness of the set of efficient points is investigated. Finally, the authors discuss a simple numerical example.