Improved ε-Constraint Method for Multiobjective Programming

M. Ehrgott () and S. Ruzika
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M. Ehrgott: University of Auckland
S. Ruzika: Technische Universität Kaiserslautern

Journal of Optimization Theory and Applications, 2008, vol. 138, issue 3, No 4, 375-396

Abstract: Abstract In this paper, we revisit one of the most important scalarization techniques used in multiobjective programming, the ε-constraint method. We summarize the method and point out some weaknesses, namely the lack of easy-to-check conditions for properly efficient solutions and the inflexibility of the constraints. We present two modifications that address these weaknesses by first including slack variables in the formulation and second elasticizing the constraints and including surplus variables. We prove results on (weakly, properly) efficient solutions. The improved ε-constraint method that we propose combines both modifications.

Keywords: Multiobjective programming; Scalarization; ε-Constraint method; Properly efficient solutions (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (18)

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DOI: 10.1007/s10957-008-9394-2

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