Proper efficiency and the theory of vector maximization

DOI10.1016/0022-247X(68)90201-1zbMATH Open0181.22806MaRDI QIDQ2534839FDOQ2534839

Authors: A. M. Geoffrion 

Publication date: 1968

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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zbMATH Keywords

operations research

Cites Work

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• Strictly Concave Parametric Programming, Part II: Additional Theory and Computational Considerations
• Letter to the Editor—Improper Solutions of the Vector Maximum Problem

Cited In (only showing first 100 items - show all)

• Multiplicative decision rules for multiobjective decision problems
• New second-order Karush-Kuhn-Tucker optimality conditions for vector optimization
• Charnes-Cooper scalarization and convex vector optimization
• On the transformation of lexicographic nonlinear multiobjective programs to single objective programs
• Title not available (Why is that?)
• Proper Efficiency in Convex Vector Minimum Problems
• New notions of proper efficiency in set optimization with the set criterion
• Proximal gradient methods for multiobjective optimization and their applications
• Henig proper subdifferential of set-valued maps
• Multiple objective programming for the quadratic assignment problem
• \(E\)-super efficiency of set-valued optimization problems involving improvement sets
• Maximal points with respect to cone dominance in Banach spaces and their existence
• Geoffrion type characterization of higher-order properly efficient points in vector optimization
• The saddle theorem for multiobjective generalized fractional programming problems with set functions
• A survey of vector optimization in infinite-dimensional spaces. II
• Three algorithms for bicriteria integer linear programs
• Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
• Proper efficiency in nonconvex vector-maximization-problems
• Existence and density results for proper efficiency in cone compact sets
• Hartley properly and super nondominated solutions in vector optimization with a variable ordering structure
• Linear and conic scalarizations for obtaining properly efficient solutions in multiobjective optimization
• Bases of convex cones and Borwein's proper efficiency
• Duality for a class of multiobjective control problems with generalized invexity
• Symmetric duality for multiobjective variational problems
• Technical note on symmetric duality in multiobjective programming: some remarks on recent results
• On sufficiency and duration in nonsmooth multiobjective programming.
• Relaxation of constraints in lexicographic multiobjective programming problems
• Minimax mixed integer symmetric duality for multiobjective variational problems
• First-order necessary conditions in locally Lipschitz multiobjective optimization
• Radial solutions and orthogonal trajectories in multiobjective global optimization
• ϵ-Efficient solutions in semi-infinite multiobjective optimization
• On duality in the vectorial control-approximation problem
• Properly efficient Nash equilibrium in multicriteria noncooperative games
• A combined scalarization method for multi-objective optimization problems
• Symmetric dual multiobjective programming
• Efficiency in integral facility design problems
• Finding multi-objective supported efficient spanning trees
• Interactive decision support in radiation therapy treatment planning
• Some characterizations of the optimal solutions of a vector optimization problem
• Robust optimization revisited via robust vector Farkas lemmas
• On the efficient point set of tricriteria linear programs
• Semilocal pseudolinearity and efficiency
• Duality theory for maximizations with respect to cones
• Multistage stochastic programs via stochastic parametric optimization
• An augmented Lagrangian algorithm for multi-objective optimization
• The Multiobjective Optimization Problem of Set Function
• FUZZY QUEUEING THEORY REVISITED
• Optimality conditions and duality for multiobjective measurable subset selection problems
• Convergence of inexact steepest descent algorithm for multiobjective optimizations on Riemannian manifolds without curvature constraints
• Symmetric duality for multiobjective fractional variational problems with generalized invexity
• Pareto front approximation through a multi-objective augmented Lagrangian method
• Vector optimization w.r.t. relatively solid convex cones in real linear spaces
• A subgradient method for multiobjective optimization
• A CHIM-based interactive Tchebycheff procedure for multiple objective decision making
• Characterizations of efficient sets by constrained objectives
• Interactive multiobjective decisionmaking for nonconvex problems based on the penalty scalarizing functions
• Three little-known and yet still significant contributions of Lloyd Shapley
• Separation functions and optimality conditions in vector optimization
• Satisfactory solutions approach to parameter optimization of dynamic systems with vector performance index
• Minimization of intermediate concentrations as a suggested optimality principle for biochemical networks. I: Theoretical analysis
• On a domination property for vector maximization with respect to cones
• Continuous-time multiobjective fractional programming
• Strong second-order Karush-Kuhn-Tucker optimality conditions for vector optimization
• Strong duality with super efficiency in set-valued optimization
• Second order generalized invexity and duality in mathematical programming
• Computation of efficient compromise arcs in convex quadratic multicriteria optimization
• Locally Lipschitz vector optimization problems: second-order constraint qualifications, regularity condition and KKT necessary optimality conditions
• Efficiency and generalized convex duality for multiobjective programs
• Optimality conditions for directionally differentiable multi-objective programming problems
• An improved algorithm for solving biobjective integer programs
• Optimality and duality in fractional multiple objective programming involving semilocally preinvex and related functions.
• The equilibria of a multiple objective game
• A reference direction approach to multiple objective quadratic-linear programming
• A multiobjective optimization framework for optimal selection of supplier portfolio
• Scalarization in vector optimization
• A cooperative fuzzy game theoretic approach to multiple objective design optimization
• Direct theorems in semi-infinite convex programming
• Symmetric duality for a class of multiobjective fractional programming problems.
• The effects of adding objectives to an optimisation problem on the solution set
• Optimality and duality for multiobjective fractional programming involving \(n\)-set functions
• Multi-scenario multi-objective optimization with applications in engineering design
• Weak efficiency for multiobjective variational problems.
• Multi-choice multi-objective mathematical programming model for integrated production planning: a case study
• Optimality and duality in multiobjective fractional programming involving \(\rho\)-semilocally type I-preinvex and related functions
• Linear multiple objective programs with zero–one variables
• Trust region globalization strategy for the nonconvex unconstrained multiobjective optimization problem
• A remark on multiobjective stochastic optimization via strongly convex functions
• An inexact restoration approach to optimization problems with multiobjective constraints under weighted-sum scalarization
• Heuristic approaches for biobjective mixed 0-1 integer linear programming problems
• Surrogate upper bound sets for bi-objective bi-dimensional binary knapsack problems
• Robustness in nonsmooth nonlinear multi-objective programming
• An exact algorithm for biobjective mixed integer linear programming problems
• A new scalarization technique to approximate Pareto fronts of problems with disconnected feasible sets
• Lagrange multiplier characterizations of solution sets of constrained pseudolinear optimization problems
• Proper efficiency and proper Karush-Kuhn-Tucker conditions for smooth multiobjective optimization problems
• Problems and methods with multiple objective functions
• Constraint qualifications in convex vector semi-infinite optimization
• Approximate representation of the Pareto frontier in multiparty negotiations: decentralized methods and privacy preservation
• Inverse DEA with frontier changes for new product target setting
• Optimality conditions via scalarization for approximate quasi efficiency in multiobjective optimization

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