Value functions, domination cones and proper efficiency in multicriteria optimization

DOI10.1007/BF01585738MaRDI QIDQ583121zbMATH OpenFDO

Authors Mordecai Henig

Publication date 1990

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01585738

zbMATH Keywords

convex analysisdomination conesefficiencymulticriteria optimizationoptimalityvalue functions

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Sensitivity, stability, parametric optimization (90C31)

Review text

The author discusses domination cones in multicriteria optimization. Relations between value functions and domination cones and between efficiency and optimality are analyzed. It is shown that such cones must be convex and strictly supported and that often they are closed. It is argued that in most applications ``potential optimal solutions are equivalent to properly efficient points and that these solutions can be produced by maximizing with respect to a class of concave functions.

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Cited in

(11)

• The domination property in multicriteria optimization
• The use of quasi-concave value functions in MCDM: some theoretical results
• The value functions approach and Hopf-Lax formula for multiobjective costs via set optimization
• Recession cones and the domination property in vector optimization
• scientific article; zbMATH DE number 3873110 (Why is no real title available?)
• scientific article; zbMATH DE number 5688219 (Why is no real title available?)
• Differential Characterizations of Nonconical Dominance in Multiple Objective Decision Making
• scientific article; zbMATH DE number 4061016 (Why is no real title available?)
• Sur la propriété de domination et l'existence de points Pareto-efficaces en optimisation vectorielle convexe
• On the domination property in vector optimization
• Variable preference modeling with ideal-symmetric convex cones

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