On optimization over the efficient set of a multiple objective linear programming problem (Q511973)

Consider the problem of minimizing a real-valued function over the set of a multiple objective linear program problem. This problem is transformed into an equivalent problem of minimizing the real-value function subject to some linear constraints with additional binary variables. When the real-value function is linear or convex, the transformed problem is a mixed-integer linear or convex programming problem which can be solved by an existing mixed-integer programming solver.