A Note on Optimality Conditions for Multi-objective Problems with a Euclidean Cone of Preferences

A. Y. Golubin ()
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A. Y. Golubin: National Research University Higher School of Economics

Journal of Optimization Theory and Applications, 2015, vol. 166, issue 3, No 5, 803 pages

Abstract: Abstract The paper suggests a new—to the best of the author’s knowledge—characterization of decisions, which are optimal in the multi-objective optimization problem with respect to a definite proper preference cone, a Euclidean cone with a prescribed angular radius. The main idea is to use the angle distances between the unit vector and points of utility space. A necessary and sufficient condition for the optimality in the form of an equation is derived. The first-order necessary optimality conditions are also obtained.

Keywords: Pareto optimality; Cone of preferences; Scalarization; 90C29 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10957-014-0698-0

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