Attainability of properly efficient points via weighted norm scalarization

We show that efficient points can be obtained with the weighted norm scalarization under assumptions less restrictive than in the existing literature. For properly efficient points with a given trade-off bound, we provide an easy-to-compute lower bound on the norm parameter that allows the approximation of the desired points within a specified tolerance. We apply … Read more

On image space transformations in multiobjective optimization

This paper considers monotone transformations of the objective space of multiobjective optimization problems which leave the set of efficient points invariant. Under mild assumptions, for the standard ordering cone we show that such transformations must be component-wise transformations. The same class of transformations also leaves the sets of weakly and of Geoffrion properly efficient points … Read more