Characterization of the equality of weak efficiency and efficiency on convex free disposal hulls
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Publication:6326679
arXiv1910.02867MaRDI QIDQ6326679FDOQ6326679
Authors: Naoki Hamada, Shunsuke Ichiki 
Publication date: 7 October 2019
Abstract: In solving a multi-objective optimization problem by scalarization techniques, solutions to a scalarized problem are, in general, weakly efficient rather than efficient to the original problem. Thus, it is crucial to understand what problem ensures that all weakly efficient solutions are efficient. In this paper, we give a characterization of the equality of the weakly efficient set and the efficient set, provided that the free disposal hull of the domain is convex. By using this characterization, we obtain various mathematical applications. As a practical application, we show that all weakly efficient solutions to a multi-objective LASSO with mild modification are efficient.
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