A note on optimality conditions for multi-objective problems with a Euclidean cone of preferences (Q495727): Difference between revisions

The paper suggests an ``angle distance'' scalarization technique for the multi-objective problem with a definite kind of preference cones, the so-called Euclidean cones. In distinction to the existing scalarization methods for non-concave multi-objective problems, which detect only a part of all optimal points, the author proves that the set of all optimal solutions to the multi-objective problem coincides with the set of all solutions to some equation derived in the paper. The equation does not use any exogenously specified parameters. The first-order necessary conditions for optimality are also derived.