Introducing nonpolyhedral cones to multiobjective programming

Alexander Engau, Margaret M. Wiecek

Research output: Chapter in Book/Report/Conference proceedingChapter

3 Citations (Scopus)

Abstract

The nondominated set of a multiobjective program is investigated with respect to a class of nonpolyhedral cones, that are defined in direct generalization of Pareto, polyhedral, second order and general p-th order cones. Properties of these cones are derived using the concept of positively homogeneous functions, and two approaches to generating the associated nondominated points are presented. In Particular, it is shown how a well known relationship between the nondominated points with respect to a polyhedral cone and Pareto points can be generalized for a non-polyhedral cone. In addition, several scalarization methods that have originally been formulated for finding Pareto points can be modified to also allow for a general (polyhedral or nonpolyhedral) cone. The results are illustrated on examples and discussed for a specific class of nonpolyhedral cones.

Original languageEnglish
Title of host publicationMultiobjective Programming and Goal Programming
Subtitle of host publicationTheoretical Results and Practical Applications
EditorsVincent Barichard, Matthias Ehrgott, Xavier Gandibleux, Vincent T'Kindt
Pages35-45
Number of pages11
DOIs
Publication statusPublished - 2009
Externally publishedYes

Publication series

NameLecture Notes in Economics and Mathematical Systems
Volume618
ISSN (Print)0075-8442

ASJC Scopus Subject Areas

  • Mathematics (miscellaneous)
  • Economics, Econometrics and Finance (miscellaneous)

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